The African penguin is a nesting seabird endemic to southern Africa. In penguins of the genus Spheniscus vocalisations are important for social recognition. However, it is not clear which acoustic features of calls can encode individual identity information. We recorded contact calls and ecstatic display songs of 12 adult birds from a captive colony. For each vocalisation, we measured 31 spectral and temporal acoustic parameters related to both source and filter components of calls. For each parameter, we calculated the Potential of Individual Coding (PIC). The acoustic parameters showing PIC ≥ 1.1 were used to perform a stepwise cross-validated discriminant function analysis (DFA). The DFA correctly classified 66.1% of the contact calls and 62.5% of display songs to the correct individual. The DFA also resulted in the further selection of 10 acoustic features for contact calls and 9 for display songs that were important for vocal individuality. Our results suggest that studying the anatomical constraints that influence nesting penguin vocalisations from a source-filter perspective, can lead to a much better understanding of the acoustic cues of individuality contained in their calls. This approach could be further extended to study and understand vocal communication in other bird species.