Born in West Bromwich, Pennington was a left-back for West Bromwich Albion for 19 years, from March 1903 to May 1922. Although his career was interrupted by World War I, Pennington made 455 league appearances for the club, captaining them to the league title in 1919–1920. He had also been a part of the team promoted from the Second Division in 1911 and had received an FA Cup runners-up medal in 1912.