She's probably calling Sazanami the rabbit, since she always has one with her. A monkey is more of a male comparison.
i'm not so sure about that, since at the beginning it showed she has a bunnysuit on under her uniform
The rabbit and the monkey."Slightly Erotic Kancolle" Bunnyodo And The Admiral 2Huh!?Sorry!Hanya!?Excuse me...What am I thinking...There's no way.Admiral...You naughty and always in heat rabbit.Y...You mustn't, Admiral...The serious Ooyodo-san was wearing such a thing underneath her uniform.I'm wearing it as underwear. If the Admiral knows about this...