Rex is The Mayor's stuffed teddy bear. He first appeared in Questionable Behavior when the Mayor confessed that he "slept with a teddy bear every night." The Mayor later showed off his bear, saying that "his name is Rex, and he's a teddy bear."
In Peanut Butter Battles, the Mayor was seen shopping at the grocery store with Rex. Later, he was carrying Rex as he carried out his "perfect plan".