On August 8, 2015, Pennington was traded to the Toronto Blue Jays along with cash considerations for minor league shortstop Dawel Lugo. He batted .160 with 2 home runs and 11 RBI in 33 games played for the Blue Jays in 2015. In game 4 of the 2015 American League Championship Series, with two out in the ninth, Pennington became the first position player in Major League Baseball history to pitch in a postseason game, giving up two hits but recording the final out in a 14–2 loss to the Kansas City Royals.