The interaction of a horizontal circular cylinder and a density interface when the cylinder penetrates the interface is investigated by numerical experiments based on the finite volume solution of the Navier-Stokes equations for a heterogeneous fluid. The location of the density interface is determined from a time-dependent numerical solution of the transport equation for relative density deviation using the general curvilinear coordinate system fitted to the cylinder but not to the interface. The interaction process includes the stretching of the interface with being thinner along the cylinder surface, the splitting into two to the sides of the cylinder, the splashing, the breaking and their reconnecting behind the cylinder. Such a process is affected by the twin vortices attached to the cylinder to an extent strongly dependent on the Froude number. For low Froude numbers the supply of vorticity from the cylinder surface is interrupted by the sharp interface so that the twin vortices are shed and convected upward with the interface reconnected behind the cylinder. For high Froude numbers the cylinder draws relatively a large mass of upper less dense fluid behind it so that the reconnected interface confines this fluid below it. It is concluded that when a body penetrates a density interface the interaction of the separated vortices from the body with the interface is an important process which has great effects on the entire flow field around the body.