He throws a 4-seam and 2-seamfastball, slider, and a changeup. Pena's slider is considered to have above average break, and his 4-seam fastball is better than his stats would indicate, judging by velocity and control.
He made his MLB debut on July 18, 2006. As a rookie, he went 3–4 with a 5.58 ERA over 30+2⁄3 innings. He struck out 21, while walking eight and giving up six home runs. After boasting a 1.04 ERA in the month of July, Peña struggled in August with a 6.59 ERA and September with a 9.82 ERA. In the last month of the season, he posted two scoreless outings over six appearances.
Peña made the Major League roster out of spring training for the first time in his career in 2007. He made his season debut on April 3 against the Colorado Rockies, tossing two scoreless innings of relief. He earned his first win on April 18, pitching a perfect inning of relief. He finished the month of May going 2–1 with a 1.88 ERA with three holds. Peña picked up his first save of the season on May 8 against the Philadelphia Phillies, second of career. He pitched 12 scoreless innings of relief from June 5 to 28, the longest streak of the season by a D-backs reliever. He ranks fourth in franchise history with 32 career holds and is second on the single-season franchise record list with 30 holds, 5 behind Brandon Lyon. Peña picked up his first Major League hit on May 25 against the Houston Astros, a RBI single to right field.
His 23 holds led the team and tied for fourth in the National League in 2008. His 55 career holds are second only to Brandon Lyon's 62 in team history. He recorded 5 consecutive holds for the second time in his career from April 21 to 30. Peña earned his first save of the season on May 16 against the Detroit Tigers.
He went 1–2 with the Sox in 2009 and a combined 6–5 with two saves, 55 strikeouts and a 3.99 ERA in 72 games.
On May 29, 2011, Peña was placed on the 15-day disabled list with right elbow tendinitis retroactive to May 28.[3] He would later be transferred to the 60-day DL, where he spent the rest of the season. He was released on October 14.
Los Angeles Angels
On August 12, 2012, Peña signed a minor league contract with the Los Angeles Angels. He was released on May 30, 2013.
Sultanes de Monterrey
On April 1, 2014, Peña signed with the Sultanes de Monterrey of the Mexican League. He was released on April 27. In 14 games 13.2 innings of relief he struggled immensely going 2-1 with a 8.56 ERA with 21 strikeouts and 1 save.
On July 1, 2015, Peña signed with the York Revolution of the Atlantic League of Professional Baseball. He became a free agent following the season. In 36 games 39.1 innings of relief he went 2-2 with a 2.75 ERA with 31 strikeouts and 1 save.
On February 26, 2016, he re-signed a new contract with the Revolution for the 2016 season. He became a free agent following the season. He appeared in 28 games (23 starts) across 138.2 innings going 7-10 with a 5.58 ERA with 82 strikeouts and 1 save.
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