The bird flew the coop, so to speak, Saturday and was last seen in the river Sunday, The Japan Times reported.
"Since then, we don't have any specific information about the penguin's whereabouts," said Takashi Sugino, an official of Tokyo Sea Life Park.
Sugino said officials are not sure exactly how the flightless aquatic bird, a 1-year-old Humboldt penguin, got loose.
"The penguin may have slipped through under the net and escaped," he said.
Although the bird is not likely dangerous, the aquarium suggested humans stay away from the bird and do not try to capture it if it is seen, Mainichi Daily News reported.
"We apologize for causing trouble to local residents. Although the penguin will unlikely harm human beings, please contact our aquarium if you spot it, without trying to capture or chase it," aquarium officials said.