Pennington's RBI single in the sixth inning put Oakland ahead for good and the Athletics hung on to avoid a three-game sweep at the hands of the Yankees.
Jerry Blevens (5-1) earned the win and Grant Balfour recorded his 20th save as the Athletics won for just the second time in seven games.
The victory moved them to within one game of Baltimore for the first American League wild card spot after the Orioles' 2-1 loss to Boston Sunday.
Hiroki Kuroda (14-11) yielded five runs (four earned) on seven hits over 5 2/3 innings as New York saw its seven-game winning streak snapped.
Nick Swisher belted a two-run homer for the Yankees, who remained one game ahead of the Orioles for the AL East lead.
2014: NFL Cheerleaders [PHOTOS]
Michael Sam cut from the Dallas Cowboys