Africa hosts a single breeding species of penguin today, yet the fossil record indicates that a diverse array of now-extinct taxa once inhabited southern African coastlines. Here, we show that the African penguin fauna had a complex history involving multiple dispersals and extinctions. Phylogenetic analyses and biogeographic reconstructions incorporating new fossil material indicate that, contrary to previous hypotheses, the four Early Pliocene African penguin species do not represent an endemic radiation or direct ancestors of the living Spheniscus demersus (blackfooted penguin). A minimum of three dispersals to Africa, probably assisted by the eastward-flowing Antarctic Circumpolar and South Atlantic currents, occurred during the Late Cenozoic. As regional sea-level fall eliminated islands and reduced offshore breeding areas during the Pliocene, all but one penguin lineage ended in extinction, resulting in today's depleted fauna.