Penguins, mostly live in the extremely cold Antarctic, are known to have feathers and down, which are light weight, compact and extremely efficient in preventing heat loss. Nevertheless, the mechanisms of heat transfer through the penguin feathers and down, and how the unique characteristics of penguin feathers and down make them such good thermal insulators are not fully understood. In this paper, an integrated model of heat transfer through the penguin feathers and down is developed and computed using finite volume method, with the geometrical structure of the barbules being considered. Monte-Carlo method is adopted to determine the radiative absorption and emission constant in the integrated model. The effective thermal conductance of penguin feathers and down computed from our model compared well with the experimentally measured value reported in the literature. Three models (penguin model, random fibre model (fibre radius=3microm) and random fibre model (fibre radius=10microm)) are further simulated and compared. Results showed that the relative small radius of the barbules of penguin feather and their geometrical structure are responsible for the reduction of heat loss in cold environment.