Many animals alternate between different media, such as air and water, thanks to specific adaptations. Among birds, penguins (Sphenisciformes) have the most extreme morphological, physiological, and behavioural adaptations to their amphibious lifestyle. Their auditory perception of sound, potentially matching different impedances in air and under water, is largely unknown particularly in terms of whether their underwater adaptations may have affected their in-air hearing capacity. In this context, we investigated the hearing ability of four captive Humboldt penguins (Spheniscus humboldti) in air using psychophysical hearing tests. The 50% hit rate was found to be below 76 dB rms re 20 µPa between 0.250 kHz and 10 kHz, with most sensitive hearing at 2 kHz (mean threshold of 15.3 dB rms re 20 µPa, SD = 10.6 dB, n = 4). The four penguins showed large inter-individual variation in sensitivity at a given frequency but within a common audiogram shape. Despite the variability, penguins detected 0.250 kHz at comparably low sound levels (mean ± SD = 36.8 dB rms re 20µPa ± 2.4 dB, n = 3) after a rapid decline of sensitivity at 0.500 kHz (mean ± SD = 64.1 dB rms re 20 µPa ± 9 dB, n = 4). This finding was unexpected, and it is therefore difficult to interpret whether it is an artefact of the methods or a biologically relevant finding. An extensive discussion is presented and suggests that this finding may be biologically relevant but would need further investigation to reveal the underlying mechanisms.