We present the results of molecular dynamics simulations of small peptide nucleic acid (PNA) molecules, synthetic analogs of DNA, at a lipid bilayer in water. At neutral pH, without any salt, and in the NPngT ensemble, two similar PNA molecules (6-mers) with the same nucleic base sequence and different terminal groups are investigated at the interface between water and a 1-palmitoyl-2-oleoylphosphatidylcholine lipid bilayer. The results of our simulations suggest that at low ionic strength of the solution, both PNA molecules adsorb at the lipid-water interface. In the case where the PNA molecule has charged terminal groups, the main driving force of adsorption is the electrostatic attraction between the charged groups of PNA and the lipid heads. The main driving force of adsorption of the PNA molecule with neutral terminal groups is the hydrophobic interaction of the nonpolar groups. Our simulations suggest that the system free energy change associated with PNA adsorption at the lipid-water interface is on the order of several tens of kT per PNA molecule in both cases.