Managing fisheries in an ecologically sensitive manner demands that catches do not depress stocks within the foraging areas used by predators to levels that reduce their reproductive success or survival. Spatially–explicit bioenergetics models that estimate the amount of prey consumed by predators are required to inform such policy. These models require information on the number of predators in a population, their nutritional demands, their diet composition and their seasonal distribution in the marine environment. This paper reviews all published information on the diet and at-sea distribution of the six penguin species that breed in the CAMLR Convention Area, the methods used to collect these data and the uncertainties inherent in them. The review will be of utility to modellers as a source of parameters, and to penguin biologists by providing comparative information for their own findings and by highlighting significant gaps in existing knowledge and methods that could be used to fill these.