Penguin Island is an island in the Australian state of South Australia located in Rivoli Bay on the state's south east coast of approximately 1.5 kilometres south of Beachport. From 1878 to 1960, it was the site of an operating lighthouse. Since at least 1972, it has been part of the Penguin Island Conservation Park.

Rivoli Bay is a bay located on the south-east coast of the Australian state of South Australia, about 311 kilometres south-southeast of the state capital of Adelaide and about 65 kilometres northwest by west of the regional centre of Mount Gambier. It was named in 1802 by the Baudin expedition of 1800–03 after André Masséna, the Duke of Rivoli and Marshal of France. It is one of four 'historic bays' located on the South Australian coast.