Moon

The Moon is a recurring location seen during the night in every episode.
In the episode "Moonstruck: Race to the Moon," the PJ Masks first visited the moon to stop Luna Girl from getting her hands on a Moon Crystal. Luna Girl used this crystal to build herself a Lunar Fortress on the surface of the moon.
The moon has since been visited several times, including by Romeo. It is the primary setting of the episodes "Moonbreaker," "Moon Madness," and "Moth on the Moon," as well as the shorts "Moon Rocked," "Play Date on the Moon," and "Space Race."
Originally, the PJ Masks had great trouble operating on the moon since their powers worked differently there than on Earth. This issue was solved by PJ Robot in "Moon Madness" when he upgraded their spacesuits.
The moon also serves as a lair for Luna Girl and Motsuki, though throughout Season 5, Motsuki claimed it and the Lunar Fortress for herself after kicking out Luna Girl for her actions and ill feelings towards her. By the end of "Luna's Moon Attack," the girls were able to make up with each other, and the two shared ownership again.