A study published on PLoS One this week, led by Otago University Department of Zoology researcher Thomas Mattern, satellite-tracked tawaki (Fiordland crested penguin) during their post-breeding journeys.
The study showed outside their breeding period, the penguins travelled huge distances on foraging missions to reach the sub-Antarctic Front, almost 3000km south of New Zealand.
Eight weeks and nearly 7000km later they returned to breeding sites to moult.
Dr Mattern said the findings were "weird", because other penguin species lost up to 40% of body weight after the breeding season.
"They have to be in really good shape. If tawaki go halfway to Antarctica it would not seem like a good way of conserving energy."
As there was plenty of food much closer to their breeding spots, the authors believed the penguins were following instinct rather than an actual need to forage.
Dr Mattern said while estimates put the tawaki population at 5000 to 7500, it could actually be up to 20,000.
The fact they travelled into waters beyond New Zealand showed they were not just the responsibility of any single nation.
The study developed a "baseline" of information about the species, he said.
"I'm puzzled about how little we know in New Zealand about our penguins."
The country had six of the world's 18 penguin species, but knew little about most of them.
The study is part of the Tawaki Project, which includes researchers from Otago, the Antarctic Research Trust and the Global Penguin Society.