The discovery pushes back the penguin fossil record in Africa by at least 5 million years.
Because the next oldest fossils from Africa date to 5 million years ago, it's tricky to determine exactly why most penguin species disappeared from Africa.
"It's like seeing two frames of a movie," Ksepka said in a statement. "We have a frame at five million years ago, and a frame at 10-12 million years ago, but there's missing footage in between."
One possibility is that changing sea levels eliminated most of the penguins' nesting sites.
About 5 million years ago, sea levels were 296 feet (90 m) higher than today, and the low-lying South Africa became a patchwork of islands. Those islands provided beaches for several penguin species to create nests and rear their young while sheltering them from predators.
Once the oceans fell, most of those beaches would become mainland.
Africa's remaining jackass penguins are also on the decline. Their numbers have plummeted by 80 percent, in part because humans are overfishing their staple foods, sardines and anchovies. African penguins are being bred in captivity; for instance, a successful breeding season at the New England Aquarium in 2010 ended with the birth of 11 new African penguin chicks.