The 36-year-old was with the Marlins from 2000-04, and he won two games in the '03 World Series.
Penny last pitched in the big leagues in 2012 with the Giants, where he appeared in 22 games as a reliever.
Penny has a 119-100 career with a 4.26 ERA.
The right-hander from Oklahoma was an All-Star with the Dodgers in 2006-07.
Joe Frisaro is a reporter for MLB.com. He writes a blog, called The Fish Pond. Follow him on Twitter