The right-hander pitched from the bullpen for about 20 minutes, tossing from both the windup and stretch.
"I think it went pretty well," manager Tony La Russa said. "Now you take the next step."
It is unlikely Penny would be available to pitch before the All-Star break in two weeks, La Russa said.
Penny's DL stint was originally considered a precautionary move, but his fifteenth day of inactivity came and went without an update, and last week marked a month since the Cardinals' presumptive third starter had made a start. Kyle Lohse has also begun his rehab; in the meantime the Cardinals have thrown a mix of Jeff Suppan, Adam Ottavino, and Blake Hawksworth into the back of the rotation.