Based on the documentary March of the Penguins, this game follows the story of the emperor penguins as they embark on a long journey to breed their young. The game has been divided into twelve chapters, with different gameplay. The penguins need to be navigated through the environment, find a suitable mate, find food, take care of the egg, guard the young ones and finally make it all the way back.

A large part of the game is based on the concept of Lemmings. As the penguins march on, players need to help them land softly, melt obstacles, attract them in a certain direction using fish and place trampolines, ramps, slides, bridges and steps to make them access new areas. The levels can be explored using binoculars and the penguins need to collect a certain amount of snowflakes to pass. The penguins cannot die. When they fall off a cliff, they simply restart at the beginning of the level, but the players needs to bring them to the end as a group to succeed.

Other levels have the penguins slide down hills with faster gameplay, feature mazes, or take place underwater where predators need to be avoided while collecting food. In the later parts of the game, guarding the eggs adds a new layer of difficulty. As soon as a penguin hits an obstacle it is dropped. There is little time to pick it up again or it freezes. It also need to be taken to a warm spot before the thermometer time runs out.

Some educational content has also been included. Next to the habits, more information about the penguin migration in provided in between levels.