In Penguin Adventure, players control a penguin character traveling across different levels to find and collect special items needed to heal his father.

The game presents various obstacles and enemies that Penta must overcome. Players must jump over chasms, avoid enemies, and collect items such as keys to open doors or magic keys that allow access to new areas. During the journey, Penta can also use weapons such as snowballs to fight enemies.

Penguin Adventure features 2D graphics with a bright and characteristic visual style. Each level has a different look, including various landscapes such as snow mountains, caves, and oceans. Apart from that, the game also offers enjoyable music and sound effects.