Happy Feet even ate sand thinking it was snow when he came ashore on Peka Peka Beach on New Zealand's North Island.
The emperor penguin is making a good recovery since getting lost in June, and is now being looked after at Wellington Zoo
Stephen was at the zoo to film a BBC documentary and posted a pic onto his Twitter page.
The 53-year-old actor is also in Wellington to film scenes for the new 3D movie version of The Hobbit.
The penguin was named after the 2006 movie, Happy Feet, which features an animated penguin.
He will be released back into the sea later this month.