Benedict Cumberbatch leads the voice cast of the DreamWorks spinoff, playing a suave wolf named Classified who leads a covert protective force of animals.
The force also includes the seal Short Fuse (Ken Jeong), an explosives expert; snow owl Eva (Annet Mahendru), an intelligence analyst; and hulking Norwegian bear Corporal (Peter Stormare), who constantly wants to embrace his four new bird friends.
John Malkovich, Andy Richter, Tom McGrath and Chris Miller are also among the voice cast of the film, which is an off-shoot of the Madagascar film series.
The series' penguin characters already star in their own spinoff TV series, which debuted on Nickelodeon in 2008.
Eric Darnell, who has co-directed all three Madagascar movies to date, directs alongside Simon J Smith.
The Penguins of Madagascar will be released on November 26 in the US, and December 5 in the UK.