Penguins exhibit an array of derived feather features and color-producing mechanisms, including distinct melanosome morphologies and beta-keratin nanofibers that produce blue structural color. Several morphologies have been proposed to have hydrodynamic or insulatory functions. An understanding of the distribution of these morphologies over the body of a single penguin species may elucidate their evolution and function. We investigated feather microstructure and color production mechanisms in blue, black, and white barbs of feathers of the Gentoo Penguin (Pygoscelis papua). Light and scanning electron microscopy revealed that all feathers, regardless of color, are semi-lunate in cross section and lack, or show greatly reduced, air-filled compartments (central vacuoles) in feather barbs. Keratin nanofibers are present in all sampled feathers (including those of 8 other penguin species) but are surrounded by melanin in black barbs and disorganized in white barbs. Reduction of the air-filled central vacuole and gain of keratin nanofibers appear to have single origins in penguins. Given that they occur in all feathers regardless of color, we hypothesize that nanofibers have been co-opted for color production but initially arose for another function.