Constable John Zhu followed up on a call at about 6.35am, and after "sensing something fishy", found the pair of penguins nesting under a sushi-serving food truck near the station.
One penguin was removed Saturday and returned Monday with a buddy.
Police say a couple of penguins are back in Wellington Harbour after they were temporarily detained. They have since been removed again, according to multiple outlets.More news: Space Jam 2 Has Had A Director Shakeup
"With some inter-agency cooperation the adventurous pair were released back into Wellington Harbour", police said. Their presence came to light after a shop keeper heard the penguins making cooing and humming sound.
Not fearing any sort of recriminations for police and having no respect for authority granted to them only by a societal consensus of which they are not part, the penguins made a decision to hightail it right back to the sushi shop.More news: Kylie Jenner Just Wore a Vintage Bikini Older Than She Is
The little blue penguins conservation status is considered to be "at risk" to "declining". Jack also said that people should maintain distance from the penguins, as they are chances they could bite. After they were taken away, they were released into the harbor.
He said at this time of year the penguins were pairing up and looking for sites where they could lay eggs, although fortunately they do not lay eggs until later in the winter in Wellington.
"It's a natural characteristic of the penguins - they will always return to where they possibly were nesting".More news: Epstein accuser says she spent time with him in New Mexico
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