Avian yolk fatty acids (FA) composition is influenced by two main factors: maternal diet and genetic factors that regulate FA metabolism. However, due to embryonic developmental requirements, yolk FA are thought to be physiologically constrained and less useful for dietary and trophic studies. We assessed the relative contributions of diet and physiological constraints in determining the yolk FA composition of a marine bird, the gentoo penguin (Pygoscelis papua) by comparing FA signatures of yolks and prey between a captive, controlled- feeding experiment and a wild population. Captive and wild yolk FA signatures differed even though both groups' yolk lipids were composed primarily of three FA (16:0, 18:0 and 18:1n-9). Differences were due to FA occurring in relatively low abundance, but which mirrored differences in the FA composition of diets. However, yolk FA signatures were correlated across three penguin species suggesting that common developmental constraints can be relatively more important than species-specific differences in diet or egg-laying physiology. While yolk FA are constrained, several minor components of yolk FA are reflective of diets and the calibration coefficients resulting from this study have the potential to be incorporated into predictive models and allow for quantitative dietary and trophic studies using FA analysis of penguin egg yolks.