They were on patrol in Broxtowe, Nottinghamshire, England when they spotted the Humboldt penguin in a village street in the early hours of Sunday.
The bird, nicknamed Po-Po, had escaped from a farm enclosure in Strelley and then managed to waddle a mile up the road.
Police stuck their beak in and the penguin was returned to its owner.
PC Gareth Philp said they nicknamed the penguin Po-Po after "he posed for some pictures with us and he was very friendly with our officers".
Last year a pair of stolen penguins were rescued by officers in Strelley.