What zone do penguins swim in?

The larger penguins can dive deeper than the smaller penguins. Emperor Penguins have been recorded diving to depths below 1,800 feet (565m), for as long as 22 minutes. So that would include the Epipelagic zone (surface level down to 650 feet [200 metres]) and part of the Mesopelagic zone (650 feet to 3,300 feet [200m to 1,000 metres]).