Avian malaria is a mosquito-borne disease caused by protozoans of the genus Plasmodium, and it is considered one of the most important causes of morbidity and mortality in captive penguins, both in zoological gardens and rehabilitation centres. Penguins are known to be highly susceptible to this disease, and outbreaks have been associated with mortality as high as 50-80% of affected captive populations within a few weeks. The disease has also been reported in wild penguin populations, however its impacts on the health and fitness of penguins in the wild is not clear. This review provides an overview of the aetiology, life cycle and epidemiology of avian malaria, and provides details on the strategies that can be employed for the diagnostic, treatment and prevention of this disease in captive penguins, discussing possible directions for future research.