The 49-year-old star worked with six of the animals for the new flick, even though some of the scenes were CG.
According to UK newspaper Daily Record, he said: 'I had no idea they would be so difficult to train. It is impossible to train them. We thought we would be able to make them jump through hoops.
'But all they want is fish. I had to have fish in my pant legs, my shoes and in my pockets. That's how we trained the penguins.
'They will follow you anywhere if you stink like fish, so I tried to stink like fish as much as possible.'