Post-breeding migration in land-based marine animals is thought to offset seasonal deterioration in foraging or other important environmental conditions at the breeding site. However the inter-breeding distribution of such animals may reflect not only their optimal habitat, but more subtle influences on an individual’s migration path, including such factors as the intrinsic influence of each locality’s paleoenvironment, thereby influencing animals’ wintering distribution. In this study we investigated the influence of the regional marine environment on the migration patterns of a poorly known, but important seabird group. We studied the inter-breeding migration patterns in three species of Eudyptes penguins (E. chrysolophus, E. filholi and E. moseleyi), the main marine prey consumers amongst the World’s seabirds. Using ultra-miniaturized logging devices (light-based geolocators) and satellite tags, we tracked 87 migrating individuals originating from 4 sites in the southern Indian Ocean (Marion, Crozet, Kerguelen and Amsterdam Islands) and modelled their wintering habitat using the MADIFA niche modelling technique. For each site, sympatric species followed a similar compass bearing during migration with consistent species-specific latitudinal shifts. Within each species, individuals breeding on different islands showed contrasting migration patterns but similar winter habitat preferences driven by sea-surface temperatures. Our results show that inter-breeding migration patterns in sibling penguin species depend primarily on the site of origin and secondly on the species. Such site-specific migration bearings, together with similar wintering habitat used by parapatrics, support the hypothesis that migration behaviour is affected by the intrinsic characteristics of each site. The paleo-oceanographic conditions (primarily, sea-surface temperatures) when the populations first colonized each of these sites may have been an important determinant of subsequent migration patterns. Based on previous chronological schemes of taxonomic radiation and geographical expansion of the genus Eudyptes, we propose a simple scenario to depict the chronological onset of contrasting migration patterns within this penguin group.