There have been more sightings of penguins near Wellington Railway Station on Sunday night, this time waddling into a parking building above a burger restaurant.

Photo: Supplied / Spencer McIntyre

Department of Conservation Ranger Brent Tandy said they were called last night when two penguins waddled onto the first floor of a parking building above a McDonald's restaurant across the road from the station.

He said they had been released back into the harbour.

"Scooped them up, put a towel over them and put them into a cage and took them down to Frank Kitts Park and released them there.

"They swam off happily so yeah, whether or not that's the last we see of them ... is a another story but for now they're safely back at sea."

Mr Tandy said if they continued to return they would be relocated further away from Wellington's eateries.

A video posted on a Facebook group from last night showed two kororā penguins looking a bit lost and trying to cross the road, and RNZ reporter Harry Lock went down to survey the area today before it was known where they had gone.

"It's quite a busy road actually, we've got five lanes of traffic ... train station on one side and we've got the Cook Strait ferry on the other side," he told Morning Report presenter Susie Ferguson.

Kororā, also known as little blue penguins, were spotted in the area nearly a month ago hiding beneath a sushi shop outside the station and were moved on by police.

Photo: Supplied

They ignored their police warning however and had to be removed a second time by Department of Conservation volunteers, who tried to get them to nest elsewhere by providing nesting boxes on the harbour's edge.

By this time, the little penguins were becoming internet celebrities, and made appearances across global media.

Kororā are the world's smallest penguin with a conservation status of "at risk to declining". They nest and lay eggs in late winter and will continue to return to their nesting site once it is established.