9 May 2015 Last updated at 09:34 BST
Gentoo penguins tend to live in ice-free areas near Antarctica, and make special circular nest made out of stones, moss and feathers.
Their steam-lined bodies mean they can swim up to 22 miles and hour underwater, faster than any other diving bird.
Senior penguin keeper at the zoo Dawn Nicoll said: "We are really happy that the first of the gentoo penguin eggs have hatched".
Egg-cellent news the first gentoo penguins chicks have arrived at Edinburgh zoo this year.