No, Penguins do not have hair. Instead, they have small feathers which are waterproof. The outside main feathers ensure an aqua-dynamic body which makes them an amphibian. The “underneath” feathers and pummels, both regulate heat by having a non-adhesive structure that traps air. All penguins are covered with scales and feathers from head to foot. It is an unusual character as it only belongs to penguins and they get it when they become an adult.