Penguins were left "frightened and upset" after being chased around their enclosure at a Scarborough tourist attraction.
Staff at the Sea Life Centre said a trespasser broke in during the early hours of 25 April.
The centre has also suffered a series of other less serious incidents over the past week.
North Yorkshire Police said they were examining CCTV images to try to identify those responsible.
Mike Salt, general manager at the centre, said the trespasser had chased the animals around for about 15 minutes.
He said it would have been very upsetting for them: "Penguins are very susceptible to stress, they like their routine and any change can prove threatening to them. This incident would have been really frightening.
"They have been clearly upset and were off their food for several days."
A similar event took place in 2008 when one penguin was stolen from the enclosure. It was later discovered alive.
A spokesperson for North Yorkshire Police said it was examining the CCTV footage and were appealing for any witnesses to come forward.
The break-in at the centre has been followed by other minor incidents including the theft of timber and a break-in at a kiosk at the site.