Seabirds are highly vocal on land where acoustic communication plays a crucial role in reproduction. Yet, seabirds spend most of their life at sea. They have developed a number of morphological, physiological and behavioural adaptations to forage in the marine environment. The use of acoustic signals at sea could potentially enhance seabirds' foraging success, but remains largely unexplored. Penguins emit vocalisations from the sea surface when commuting, a behaviour possibly associated with group formation at sea. Still, they are unique in their exceptional diving abilities and feed entirely underwater. Other air-breathing marine predators that feed under water, like cetaceans, pinnipeds and marine turtles, are known to emit sound underwater, but such behaviour has not yet been described in seabirds. We aimed to assess the potential prevalence and diversity of vocalisations emitted underwater by penguins. We chose three study species from three different genera, and equipped foraging adults with video cameras with built-in microphones. We recorded a total of 203 underwater vocalisation from all three species during 4 h 43 min of underwater footage. Vocalisations were very short in duration (0.06 s on average), with a frequency of maximum amplitude averaging 998 Hz, 1097 Hz and 680 Hz for King, Gentoo and Macaroni penguins, respectively. All vocalisations were emitted during feeding dives and more than 50% of them were directly associated with hunting behaviour, preceeded by an acceleration (by 2.2 s on average) and/or followed by a prey capture attempt (after 0.12 s on average). The function of these vocalisations remain speculative. Although it seems to be related to hunting behaviour, these novel observations warrant further investigation.