We study the phase transitions and the critical behavior of the Ising and Blume–Capel models on two kinds of two-dimensional Penrose tiles employing Monte Carlo methods and detailed finite-size scaling analysis. The Wolff algorithm is used for the Ising model whereas the Wang–Landau and Metropolis algorithms are used for the Blume–Capel model to obtain critical temperatures and exponents. The phase diagram of the Blume–Capel model reveals the presence of the double transition, the reentrant behavior, and the tricriticality in the vicinity of the critical single-ion anisotropy. Our results indicate that continuous phase transitions of the Ising and Blume–Capel models on the Penrose tiles belong to the two-dimensional Ising universality class. However, the scaling functions depend on the spin magnitude, anisotropy, and graph shape. Lastly, we verify that the critical Binder cumulant is also universal but depends on the shape of the graph.