Authorities at Asahiyama Zoo are taking the penguins on 500-yard walks on the snowy grounds twice a day, said zoo spokesman Tetsuo Yamazaki.
"Just like in humans ... the fat accumulates during the winter months, and the blood-sugar level rises," Yamazaki explained from the zoo, 570 miles northwest of Tokyo.
The zoo's 15 king penguins aren't exactly obese. Penguin winter weight varies from 33 pounds to 40 pounds, said zoo official Kazunobu Maru. So far, only one of the flock is 40 pounds, he said.
The reason for weight gain is natural, zoo officials say.
"In order to withstand the cold, the penguins have a habit of standing very still during winter months," Yamazaki said, while in the summer they can walk around and swim as much as they want.
To fend off obesity, the zoo instituted the winter exercise program in 2003.
The penguins have tender webbed feet and can only walk significant distances on snow, so the program can only take place during the colder months.
The zoo, on the northern island of Hokkaido, takes the penguins on strolls from December until April. The first walk of the season was Thursday.