In this research we use Molecular Dynamics computer simulations to study the behavior of a small peptide nucleic acid molecule, a lab-created analogue of DNA, at a lipid bilayer in water. The results of our simulations suggest that PNA molecules adsorb at the lipid-water interface. The main driving force of adsorption and the final position of the PNA molecule in the simulated system depend on the hydrophobicity of the molecule. In the case of PNA molecules with charged terminal groups the main driving force of adsorption is the electrostatic attraction between the charged groups of the molecules and the charged heads of lipids. The main driving force of adsorption of PNA molecules with neutral termini is the hydrophobic interaction of the non-polar PNA groups with water.