The fictional world in McDonald's advertising that includes Mayor McCheese is called McDonaldland.
McDonaldland was created as a colorful setting for McDonald's television advertising and promotional material. It presented the brand's food and characters as part of an imaginary community populated by figures such as Mayor McCheese, Grimace, the Hamburglar, and Captain Crook.
The campaign helped McDonald's build a recognizable character-based identity for children and families. Its visual language turned restaurant products and brand ideas into elements of a fantasy world, making the advertising easier to recognize across commercials, packaging, and restaurant promotions.
McDonaldland is sometimes confused with the name of a restaurant or a children's play area. It was primarily a fictional advertising setting, while the individual characters had separate names and roles within that setting.