It marked the first time the New York rivals played an overtime game since Joe Namath led the Jets (2-6) to a 26-20 win at Yale Bowl in November 1974.
Pennington, who led the NFL in quarterback rating in 2002, fractured and dislocated his left wrist after being tackled by Giants linebacker Brandon Short in a preseason game. It caused him to miss the first six weeks of the season.
He relieved Vinny Testaverde in last week's loss at Philadelphia and made his first start on Sunday.
The Giants (4-4) won the game despite a Conway miss earlier in the extra period.
2014: The Year in Music [PHOTOS]