Mardi Gras refers to events of the Carnival celebration, beginning on or after the Christian feasts of the Epiphany (Three Kings Day) and culminating on the day before Ash Wednesday, which is known as Shrove Tuesday. Mardi Gras is French for "Fat Tuesday", reflecting the practice of the last night of eating rich, fatty foods before the ritual Lenten sacrifices and fasting of the Lenten season.

Source: Wikipedia