Momentan läuft "Anchorman - Die Legende kehrt zurück" erfolgreich in den Kinos, doch Regisseur McKay scheint das nicht besonders zu interessieren bezogen auf die Möglichkeit eines weiteren Filmes. Gegenüber Empire sagte er:

"It’s done. I think that’s it. It was
great to do it and it was so fun to work with those guys again, but I
think that’s it for Ron Burgundy. No, that's the last sequel we’re gonna
do. There's nothing more fun to me than new characters and a new world.
And now we're releasing this alt version, we're totally satisfied. No
Anchorman 3."