Penrose was born at Madison Barracks in Sackett's Harbor NY, his father being a career army officer.

At the beginning of the Civil War Penrose appointed 2nd lieutenant in the 3rd U.S. Infantry and fought in the Seven Days Battles, Second Bull Run and Fredericksburg.

[1] The entire VI Corps was transferred to the Civil War Defenses of Washington where Penrose and his brigade were involved in the battle of Fort Stevens.

Penrose was awarded a brevet to brigadier general of United States Volunteers for the battle of Cedar Creek.

During this attach Penrose was wounded in the hip but maintained command of his brigade through the battles of Sayler's Creek and Appomattox Court House where he received a brevet promotion to brigadier general in the Regular Army.