The Madagascar Penguins in a Christmas Caper is a 2005 American animated short film produced by DreamWorks Animation and PDI/DreamWorks and distributed by DreamWorks Pictures. Directed by animation veteran Gary Trousdale, produced by Teresa Cheng, and written by Michael Lachance, it stars the voice cast of Tom McGrath, Chris Miller, Christopher Knights, John DiMaggio, Elisa Gabrielli, and Bill Fagerbakke. Set before the events of the first Madagascar, the 12-minute Madagascar spin-off features the adventures of four penguins, sometimes known as the Madagascar Penguins, who live in the Central Park Zoo and are trained as spies. When Private is captured by Nana by wanting to find a present for Ted during his absence, the other three penguins, Skipper, Kowalski, and Rico, must rescue Private from Nana's apartment, while making last-minute preparations for Christmas at the Central Park Zoo. The music in the short film is scored by James Dooley.

The Madagascar Penguins in a Christmas Caper premiered in theaters on October 7, 2005, along with the stop-motion film Wallace & Gromit: The Curse of the Were-Rabbit, and then became a bonus feature on the Madagascar DVD shortly afterwards on November 15.