Pena, who was the Royals' shortstop on Opening Day in 2007 and 2008, has hit .156 with 62 strikeouts and eight walks in 276 at-bats the last two years. He was designated for assignment July 16 with a .098 average and one extra-base hit.
After clearing waivers, the Royals outrighted him Friday to Triple-A Omaha, but instead of reporting to the Pacific Coast League, Pena could be taking a detour to the Royals' complex in Surprise, Ariz., to work off the mound.
"I talked to him about it two or three times," Royals manager Trey Hillman said Sunday. "He's all for it right now. At least to take a look at it and see where it goes."
Pena worked a perfect ninth inning, including striking out Ivan Rodriguez, on July 21, 2008, in a blowout loss to Detroit. He threw a bullpen season Friday with Royals pitching coach Bob McClure.
"We're looking at the possibility of converting him, if all goes well as far as how his arm reacts," Hillman said. "We'll get him off to Arizona, start taking a look at him on the mound and see how that goes. My preference would be to see him in a bullpen situation just because of his touch and feel with throwing a baseball and because of his arm strength. I would say he's probably a setup candidate.
"We all know about his athleticism on defense. Most of the time when you see that kind of athleticism, it usually means good body control in pitching form and mechanics. He's got the ability to throw from different arm angles. He's got life to his fastball."
The 28-year-old Pena is the son of former big league catcher and Yankees coach Tony Pena.
"Tony is still young enough if the pitching doesn't go the way we think it has the possibility of going or if the arm doesn't react, he can always go back the other way and continue to play winter ball, see if his at-bats gets better, see if he can become more of a productive hitter," Hillman said.