Repeated deep dives are highly pro-oxidative events for air-breathing aquatic foragers such as penguins. At fledging, the transition from a strictly terrestrial to a marine lifestyle may therefore trigger a complex set of anti-oxidant responses to prevent chronic oxidative stress in immature penguins but these processes are still undefined. By combining in vivo and in vitro approaches with transcriptome analysis, we investigated the adaptive responses of sea-acclimatized (SA) immature king penguins (Aptenodytes patagonicus) compared with pre-fledging never-immersed (NI) birds. In vivo, experimental immersion into cold water stimulated a higher thermogenic response in SA penguins than in NI birds, but both groups exhibited hypothermia, a condition favouring oxidative stress. In vitro, the pectoralis muscles of SA birds displayed increased oxidative capacity and mitochondrial protein abundance but unchanged reactive oxygen species (ROS) generation per g tissue because ROS production per mitochondria was reduced. The genes encoding oxidant-generating proteins were down-regulated in SA birds while mRNA abundance and activity of the main antioxidant enzymes were up-regulated. Genes encoding proteins involved in repair mechanisms of oxidized DNA or proteins and in degradation processes were also up-regulated in SA birds. Sea life also increased the degree of fatty acid unsaturation in muscle mitochondrial membranes resulting in higher intrinsic susceptibility to ROS. Oxidative damages to protein or DNA were reduced in SA birds. Repeated experimental immersions of NI penguins in cold-water partially mimicked the effects of acclimatization to marine life, modified the expression of fewer genes related to oxidative stress but in a similar way as in SA birds and increased oxidative damages to DNA. It is concluded that the multifaceted plasticity observed after marine life may be crucial to maintain redox homeostasis in active tissues subjected to high pro-oxidative pressure in diving birds. Initial immersions in cold-water may initiate an hormetic response triggering essential changes in the adaptive antioxidant response to marine life.