Penguin’s feet don’t freeze, but they are often very, very cold.
Penguins need bare feet so they can walk without slipping and to help steer them when swimming.
Penguins often avoid their feet getting too cold by hunching down so that their belly feathers cover their feet, or by rocking back onto their heels and tail to lift their feet off the ice. They also have counter-current heat exchangers that regulate their foot temperature to keep them at least just above freezing.
If their feet were too warm, they would waste lots of energy. Blood vessels running away from the feet run close to those running to them, so that just the right amount of heat can be transferred between them to keep the feet warm enough.
If they get too cold, the amount of warm blood flowing to the feet can also be increase by increasing the diameters of the arteries running to the feet.
Answered by Andrew Kitchener, Principal Curator of Vertebrate Biology, National Museums Scotland