Marine birds and mammals spend most of their lives in the open ocean far from human observation, which makes obtaining information about their foraging behaviour difficult. Here, we show, by use of a miniaturized digital camera system, the first direct evidence (to our knowledge) of underwater group behaviour in free-ranging penguins. Penguins swim closely accompanied by other bird(s) during 24% of their possible foraging dives. This finding confirms that such miniaturized camera technology has broad applicability for advancing our knowledge about the previously unknown social interactions of marine animals at depth.