Chinstrap Penguin Distribution. The Chinstrap Penguin lives around the South Sandwich Islands, South Orkeys, Bouvet Island, Balleny, South Shetland, and Antarctica. The isolated islands and the icebergs found in the sub Antarctic areas including the Antarctic Peninsula is where they live. They tend to avoid areas of heavy ice packs. They also don’t spend too much time around the continental coasts. While the Chinstrap Penguin does migrate a bit for mating, they tend to live in close proximity to these islands where mating occurs so they don’t have far to go.