The game March of the Penguins follows the story of emperor penguins as they journey to breed their young. The game is divided into twelve chapters, each with its own unique gameplay mechanics. The penguins need to be navigated through the environment, find a suitable mate, gather food, care for the egg, protect the young ones, and make it back home.
The gameplay is heavily influenced by the classic Lemmings game series. Players must help the penguins land safely, melt obstacles, attract them with fish, and create paths using trampolines, ramps, slides, bridges, and steps to access new areas. The levels can be explored using binoculars, and the penguins need to collect snowflakes to progress. However, the penguins cannot die – instead, they simply restart at the beginning of the level if they fall off a cliff.
Other levels feature faster gameplay, mazes, underwater sections with predators to avoid while collecting food, or challenging obstacle courses where guarding the eggs adds an extra layer of difficulty. When a penguin hits an obstacle, it is dropped, and there is limited time to pick it up again before it freezes or becomes stuck.
Alongside its challenging gameplay, the game includes educational content about penguin habits and migration patterns, providing players with interesting information between levels.