Happy Feet's satellite transmitter went silent on Friday, five days after experts released the bird from a research ship and sent him on his way home.
Experts said the transmitter simply may have fallen off and he could be swimming along, or it could be something more sinister. Scientists likely will never know.
The transmitter was attached to the bird's feathers with super glue and was supposed to fall off anyway early next year when he molted.
Initial dispatches from the device showed that Happy Feet swam in a meandering route, ending up about 75 miles southeast of where he began by the time the last transmission came across.
The Associated Press contributed to this story.