People really dont know where penguins live they just know that they live in a cold area.So the question is where do emperor penguins live? Emperor penguins live where all other penguins live,in Antarctica. Antarctica is in the southern hemishere where it is very cold.All penguins have to live in a cold climate. Is penguins enviornment clean? Yes penguins enviornment is clean because if it wasnt they will die.