The small deer-like animals in Madagascar 2 are called aye-ayes.
They are actually lemurs, specifically the Madagascar aye-aye, a nocturnal primate found only in Madagascar. They have large eyes, bat-like ears, and long, thin middle fingers used for tapping on trees to find grubs.
They are not exactly deer-like in appearance, but their size and body shape are similar, and their movements can sometimes seem deer-like.