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Gaze following is widespread among animals. However, the corresponding ultimate functions may vary substantially. Thus, it is important to study previously understudied (or less studied) species to develop a better understanding of the ecological contexts that foster certain cognitive traits. Penguins (Family Spheniscidae), despite their wide interspecies ecological variation, have previously not been considered for cross-species comparisons. Penguin behaviour and communication have been investigated over the last decades, but less is known on how groups are structured, social hierarchies are established, and coordination for hunting and predator avoidance may occur. In this article, we investigated how African penguins (Spheniscus demersus) respond to gaze cues of conspecifics using a naturalistic setup in a zoo environment. Our results provide evidence that members of the family Spheniscidae follow gaze of conspecifics into distant space. However, further tests are necessary to examine if the observed behaviour serves solely one specific function (e.g. predator detection) or is displayed in a broader context (e.g. eavesdropping on relevant stimuli in the environment). In addition, our findings can serve as a starting point for future cross-species comparisons with other members of the penguin family, to further explore the role of aerial predation and social structure on gaze following in social species. Overall, we also suggest that zoo-housed animals represent an ideal opportunity to extend species range and to test phylogenetic families that have not been in the focus of animal cognitive research.