Madagascar is mainly a platformer with stealth, puzzle, and combat elements. The player mainly controls Marty the zebra, while in other levels the player can also control Gloria the hippo, Melman the giraffe, and Alex the lion. Each character in the game has his or her own ability. To gain said abilities, the player must first find three cards, known as power cards, to gain them. Skipper the penguin and Mort the mouse lemur are also playable in some levels. Outside of platforming, there are also challenges including using a crane to eliminate the crew of a ship, shooting darts at a hunter, protecting mushrooms from cockroaches, escorting lemurs to safety, flinging explosive durians at worms, as well as defeating crocodile martial artists.
Throughout the levels, players can collect Monkey Coins, which can be cashed in at the Zoovenir Shop, an in-game store, for character accessories, mini-games, extra health, and cheats. The player can also collect healing tikis, which when ten of them are collected, grants the player an extra life. The player can also earn bonus coins by performing additional tasks, including jumping through a number of rings as Alex and destroying a number of vehicles in New York City as Gloria.