We apply the penalization technique introduced by Roynette, Vallois, Yor for Brownian motion to Galton-Watson processes with a penalizing function of the form P (x)s x where P is a polynomial of degree p and s ∈ [0, 1]. We prove that the limiting martingales obtained by this method are most of the time classical ones, except in the super-critical case for s = 1 (or s → 1) where we obtain new martingales. If we make a change of probability measure with this martingale, we obtain a multi-type Galton-Watson tree with p distinguished infinite spines. and the associated process Z is distributed, if 0 < κ < 1, as the size-biased process of the GW conditioned on extinction.