After going unselected in the 2020 MLB draft, Pennington signed a minor league contract with the Kansas City Royals on August 24, 2020.

[1] He did not appear for the organization in 2020 due to the cancellation of the minor league season because of the COVID-19 pandemic.

[2] Pennington split his first professional season between the rookie–level Arizona Complex League Royals and Single–A Columbia Fireflies.

[3] Pennington split the 2022 campaign between the High–A Quad Cities River Bandits and Double–A Northwest Arkansas Naturals, compiling a 5.19 ERA with 61 strikeouts and 3 saves across 36 appearances.

[4] He spent the majority of the 2023 season with the Triple–A Omaha Storm Chasers, having received a promotion following eight scoreless appearances for Northwest Arkansas.