The Angels traded Peña, Johnny Hellweg, and Jean Segura to the Milwaukee Brewers for Zack Greinke on July 27, 2012.

[4] He became the first reliever in Major League history to give up three home runs on Opening Day when Denard Span, Joe Panik and Buster Posey of the San Francisco Giants hit consecutive homers off him in the eighth inning on April 4, 2016.

In 11 games (10 starts) for Aguascalientes, he logged a 5–2 record and 3.83 ERA with 58 strikeouts across 54 innings of work.

He made one start for the team, allowing 2 earned runs on 4 hits with 3 strikeouts across 3+2⁄3 innings.

On January 25, 2019, Peña signed with the Rieleros de Aguascalientes of the Mexican League.