There is growing evidence that during the past 100 years the climate of the Antarctic Peninsula has changed from a relatively cold environment to an increasingly warmer one. The penguins that breed in the region are sensitive to oceanographic environmental and climatic conditions. They are considered the bellwether sentinels of the ocean because of their sensitivity to environmental changes. The present study aimed to determine the evolutionary history of the Gentoo Penguin (Pygoscelis papua) and Adélie Penguin (Pygoscelis adeliae) at Admiralty Bay, King George Island. A population genetics approach was used to examine the genetic variability of the two penguin species, searching to infer their demographics histories. The D-loop region from the mitochondrial DNA was sequenced in Adélie (n = 53) and Gentoo (n = 29) penguins. These species showed high genetic diversity, reflecting a large ancestral population size. The results also revealed that the Gentoo Penguin has had a stable population over the last 500,000 years, whereas Adélie Penguins showed a signal of population expansion estimated to have occurred between 300,000 to 400,000 years ago. Results indicate that penguin species respond differently to climate change and that Adélie Penguins are more sensitive to such changes. High genetic diversity and stability of the populations in recent centuries could be important for predicting the response to future events.