However, the owners of the shop tonight told RNZ the birds had returned to the their refuge.
On Saturday evening a little blue penguin was found close by on Featherston Street, and was also returned to the sea.
The Department of Conservation said they were monitoring the site as this breed of penguin would likely try to return to the site again and again, despite being moved on.
DOC Wellington operations manager Jack Mace said the birds were quite common in Wellington harbour, but it was the first time he had heard of them making themselves at home at the station.
He said at this time of year the penguins were pairing up and looking for sites where they could lay eggs.
Mr Mace said people should keep their distance from the penguins, which can have a nasty bite.
Wini Morris works at the sushi shop where the penguins hid.
She said she heard them making a cooing, humming sound, and that the birds likely hid near the grills beneath the shop - where it was nice and warm.
"It's pretty insane the idea that some penguins are camping out under your shop.
"But it's adorable I think - they're probably terrified but it's adorable."
The little blue penguins conservation status is considered to be at risk to declining.
- RNZ
