Penguins are birds. They are classified as Aves, the class that includes all birds.
Here's why they are not mammals:
* They lay eggs: Mammals give birth to live young. Penguins, like all birds, lay eggs.
* They have feathers: Mammals have fur. Penguins have feathers, which are unique to birds.
* They have wings: Mammals do not have wings, while penguins, being birds, have wings, even though they are adapted for swimming.