He attended the United States Military Academy at West Point, during the brief period in the 1850s when the curriculum was expanded to five years.
Appointed as a brevet second lieutenant on graduation day, July 1, 1860, he received his commission February 1, 1861, and was permanently assigned to the 2nd U.S.
Pennington began the war as the lead (right) section chief in Battery A, and was cited for gallantry in the Peninsula Campaign.
In March 1864, Pennington was promoted to captain in the regular army, but he desired higher rank and command of a volunteer cavalry regiment.
Pennington's brigade fought at Dinwiddie Court House, Five Forks, Sailor's Creek, and the final engagements at Appomattox Station.
For his distinguished service throughout the war, he was awarded brevet promotions to colonel in the regular army and brigadier general of volunteers.
In this position Pennington was the senior Army officer in New England and commanded all coastal fortifications from Maine to Connecticut.
On that day, he boarded a train bound for Newark at Pennsylvania Terminal station to attend the funeral of a cousin.