Marine-derived Penicillium fungi are productive sources of structurally unique and diverse bioactive secondary metabolites, representing a hot topic in natural product research. This review describes structural diversity, bioactivities and statistical research of 452 new natural products from marine-derived Penicillium fungi covering 2021 to 2023. Sediments are the main sources of marine-derived Penicillium fungi for producing nearly 56% new natural products. Polyketides, alkaloids, and terpenoids displayed diverse biological activities and are the major contributors to antibacterial activity, cytotoxicity, anti-inflammatory and enzyme inhibitory capacities. Polyketides had higher proportions of new bioactive compounds in new compounds than other chemical classes. The characteristics of studies in recent years are presented.