In 2009, Peña made the Yankees Opening Day roster, beating out Ángel Berroa to be the utility infielder. He made his major league debut on April 6, 2009, appearing in the game as a pinch runner. On April 9 he got a hit in his first major league at bat, off Chris Ray of the Baltimore Orioles. On April 14 against the Tampa Bay Rays, Pena started his first career game at third base, going 0 for 3 with a walk. On April 30, Peña got his first career run batted in in the bottom of the 8th inning against Justin Speier of the Los Angeles Angels of Anaheim by hitting a double down the right field line.
With the acquisition of Eric Hinske on June 29, 2009, Peña was optioned to the Triple-A Scranton/Wilkes-Barre Yankees of the International League to receive regular at-bats and learn to play in the outfield. Manager Joe Girardi said he expected Peña to be back with the Yankees later in the season. He was recalled to the Yankees on August 7.
Peña was recalled in September, and he hit his first major league home run on September 28, 2009, off of Kansas City Royals pitcher Luke Hochevar at Yankee Stadium.