The episode where Michael Scott pretends to be "Prison Mike" is titled "The Convict."
It is the ninth episode of The Office's third season and first aired on NBC on November 30, 2006. Michael adopts the Prison Mike persona after learning that Martin Nash, a former Stamford employee, served time in prison. Martin describes prison as having appealing features such as outdoor time and art classes, making Michael jealous of the attention Martin receives.
Michael tries to prove that office life is better by sending employees outside into freezing weather and staging a prison-themed speech. As Prison Mike, he wears a bandana and tells exaggerated stories, including his warning about the Dementors. The performance only makes the situation more absurd.
The title is sometimes confused with "The Prisoner," but "The Convict" is the official episode title. Ricky Gervais and Stephen Merchant, creators of the original British series, wrote the episode—their only original script for the American version.