Aoyama possesses knowledge comparable to that of an adult, which is unusual for a child. Consequently, he is frequently teased by his classmates. He also harbors a crush on a friendly woman he recently met at a dental office. One morning, penguins begin to appear mysteriously around his neighborhood. No one knows where they originated or how they arrived. Determined to uncover the truth, Aoyama joins his new crush in researching the penguins. As time passes, they discover a levitating sphere, which they nickname "The Sea." Anything that enters The Sea does not return, and only the penguins can destroy it. However, something horrifying is created when the penguins do... Penguin Highway follows Aoyama and the woman's research into the mysterious origin of the penguins, as well as the numerous difficulties Aoyama encounters throughout his investigation.