Mayweather, for his part, produced some theatrics to live up the event, showering McGregor with dollar bills.
But both fighters and their promoters were booed at the Barclays Centre as the pair appeared to run out of fresh insults.
McGregor had bragged about the quality of his suits at the first two stops in Los Angeles and Toronto, but emerged sporting floral trousers and a robe he repeatedly claimed was polar bear fur.
Mayweather, who brandished a cheque for 100million US dollars in LA and in Canada carried out a backpack with a wad of cash in it, took to draping himself in an Irish flag for the second evening running.
The American was received with more chants of "pay your taxes" - in reference to reports he has asked the Internal Revenue Service for more time to settle his 2015 tax bill.
But the crowd also turned on McGregor, who in a bizarre rant took aim not only at Mayweather's financial situation but also rapper 50 Cent.
The mixed martial arts star finished by saying: "To come back here, where I made history, became the first fighter in history to win two UFC titles simultaneously.
"Thanks to you all, I'm blown away by the support."
Mayweather, who retired in 2015 with a perfect 49-0 record and having held world titles at five different weights, responded by ridiculing McGregor for submitting in three of his 24 MMA contests.
The 40-year-old then asked for the music to come on before labelling McGregor "a stripper" and throwing dollar bills over him.
The pair are scheduled to finish their media tour at SSE Wembley Arena at 7pm on Friday.