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The anatomy and function of the respiratory systems of penguins are reviewed in relation to gas exchange and minimization of the risks of pulmonary barotrauma, decompression sickness and nitrogen narcosis during dives. Topics include available lung morphology and morphometry, respiratory air volumes determined with different techniques, review of possible physiological and biomechanical mechanisms of baroprotection, calculations of baroprotection limits and review of air sac and arterial partial pressure of oxygen (P_O2) profiles in relation to movement of air during breathing and during dives. Limits for baroprotection to 200, 400 and 600 m in Adélie, king and emperor penguins, respectively, would require complete transfer of air sac air and reductions in the combined tracheobronchial tree—parabronchial volume of 24% in Adélie, 53% in king penguins and 76% in emperor penguins. Air sac and arterial P_O2profiles at rest and during surface activity were consistent with unidirectional air flow through the lungs. During dives, P_O2profiles were more complex, but were consistent with compression of air sac air into the parabronchi and air capillaries with or without additional air mixing induced by potential differential air sac pressures generated by wing movements. This article is part of the theme issue ‘The biology of the avian respiratory system’.