The penguin's underwater prowess may have cost it its ability to fly, researchers now believe.
By looking at seabirds closely related to the penguin, scientists confirmed that a wing that is good for flying cannot also be good for diving and swimming.
The study is published in the Proceedings of the National Academy of Sciences.
Professor John Speakman, from the University of Aberdeen and the Chinese Academy of Sciences, said: "Like many people, I've always been interested in penguins, and seeing them do these phenomenal marches across the ice, I've often thought: 'Why don't they just fly?'
There are several long-standing theories about why birds cannot fly.
One theory is that some species became flightless because of a lack of predators on the ground.
"The other idea is a 'biomechanical hypothesis'," Speakman said.
"When the bird is flying and diving it has to use its wings to do two different things. The biomechanical hypothesis is that you cannot build a wing that is good at doing both."
To investigate, the researchers looked at a close relative of the penguin: the guillemot.
The researchers analysed the amount of energy that the bird was using. They found that it could dive with relative ease, while flying was much more tiring for the guillemot.
Prof Speakman said: "The energy costs are very very high. These birds have these very short wings and they have to beat them at an incredible speed to stay in the air. It is exhausting for them."
The researchers believe that the guillemot is using so much energy, it is only just able to keep itself aloft.
In the past, they suggest, the penguin would have faced an evolutionary trade off between staying airborne or having agility beneath the waves.
Prof Speakman explained: "Basically the hypothesis is that as the wings became more and more efficient for them to dive, they became less and less efficient for them to fly.
"At some point it became so 'expensive' for them to fly, that it was better to give up flying altogether and make the wings into small flippers.
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