Many gamers are confused to as why there is a Donkey Kong and a Donkey Kong III, but no Donkey Kong II. It is because Nintendo counts this game as Donkey Kong II.
The playable character from Donkey Kong, Jumpman, who's the villain here, is referred by the name "Mario" for the first time in this game's cutscenes. The name was taken from Nintendo of America's then-landlord, Mario Segale.
Unlike other games which Mario appears in, he is depicted as a villain.