Pensnett Chase was a wooded area of land owned by the Lords of Dudley Castle in the parishes of Kingswinford and Dudley (or mainly so). As a chase, it was originally used by them to hunt game in although it was also used as common land by local people. At some periods it was regarded as extending into Gornal and including Baggeridge Wood at one end and perhaps Cradley Heath at the other. By the 17th century the ancient woodlands had largely been cleared.
In the early modern period, the Dudley portion of the Chase came to be known as Dudley Wood and the name was largely reserved for the portion in Kingswinford. This was in the 18th century an extensive area of commonland which was inclosed in the late 18th century, with the mines reserved to the lord of the manor. It extended from the area now called Pensnett through Brierley Hill to Quarry Bank.
Pensnett Chase, a wooded area to the south and west of Dudley, came into possession of Ralph de Somery, one of the barons of Dudley castle in the early 13th century. The land had been part of the Forest of Kinver, owned by the monarch but was exchanged by King John in return for land in Wolverhampton. As the name 'Chase' suggests, the woods were used for hunting although they were also common lands, with rights for locals to graze their animals and gather wood for fuel. The name 'Pensnett' was probably derived from the two elements 'pen' meaning a hill and 'snaed' an Old English word for a wood. The original Chase was bordered on the south by the River Stour, dividing the common land from the manor of Cradley. The western boundary is not so well defined, but a 17th-century map shows the Chase extending further than Enville. Over time, the Chase lands were reduced as parts were enclosed to become private property.