Penguins, like other birds, are warm-blooded creatures. This allows them to survive in the harsh climate of Antarctica. Their high body temperature is maintained by an efficient circulatory system and fast metabolism, as well as water-proof and insulating feathers, and a thick layer of blubber under their skin.
One interesting fact about penguins is that they are so good at maintaining body heat that the surface of their bodies is often below the temperature of the air surrounding them. Their internal body temperature is kept at 100 degrees Fahrenheit or above, but their plumage insulates them so well that their outermost layer remains very cold. The fact that their outer plumage is cooler allows them to draw in any heat from the external air. This helps maintain their warmth.