Penn skipped the first day as a show of frustration over his contract, according to the NFL Network.
The Pro Bowl left tackle is entering the final year of a contract that has a cash value of $6.1 million this season, according to ESPN Stats & Information. Penn's salary-cap number is $7.15 million.
Penn has never missed a regular-season game since entering the NFL as an undrafted free agent with the Tampa Bay Buccaneers in 2007. He did sit out the Raiders' wild-card playoff loss to the Houston Texans last season with a left knee injury.
Penn was blocking then-Indianapolis Colts linebacker Trent Cole on the play during which quarterback Derek Carr broke his right leg in Week 16 on a sack by Cole. It was the lone sack Penn was charged with giving up all season.
Information from ESPN's Paul Gutierrez was used in this report.