Pennington was drafted in the first round of the 2005 Major League Baseball Draft by the Athletics. On July 31, 2008, he was called up from the Triple-A Sacramento River Cats, and made his major league debut that day going 2-4.

Pennington would end his 2008 season with a .280 batting average.

Following the 2009 spring training camp, he was returned to the River Cats.

On July 31, 2009, Pennington was called back up by the Athletics. He hit his first major league home run on August 5, against the Texas Rangers. He finished the 2009 season with 4 home runs, 21 RBIs, and a .249 batting average. He started the 2010 season in the starting role. He finished the season with 6 home runs and 46 RBI.

Pennington started slow in the 2011 season, averaging .160 in his first 10 games. On August 1, he left during a game against the Seattle Mariners, after having trouble moving his muscles in his face and moving his eyes. Later that day, Pennington was diagnosed with Bell's palsy, which paralyzes one side of the face and prevents him from controlling his muscles. Although Bell's palsy can last for days, weeks, or months, he was listed as day-to-day and only missed two games.

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