Peña is scheduled to headline next month's UFC Fight Night event in Denver, but isn't afraid to admit she's "not happy" about the matchup.
After defeating Cat Zingano at UFC 200 in July, Peña felt she had earned a shot at Amanda Nunes for the UFC's bantamweight championship. That shot went to Ronda Rousey instead, who lost the title to Holly Holm in shocking fashion last year and hasn't fought since.
"Girls who are coming off knockout [losses] get to fight for the title again," said Peña, who is 4-0 in the UFC and has won The Ultimate Fighter reality series.
"I still have yet to wrap my brain around the fact that I've beaten everybody and still not been able to sniff a title shot."
Peña (8-2) hasn't been afraid to share her opinion. Earlier this year, Shevchenko revealed she'd been approached about fighting Peña at UFC 205 on Nov. 12 in New York. Peña responded, matter-of-factly, that she was more interested in a title fight.
When the shot went to Rousey (12-1), Peña was so upset she openly talked about fighting outside the UFC. She eventually agreed to the Shevchenko bout, in part because it was a five-round main event.
After that, if the UFC tries to book another bantamweight title fight without her, the consequences will be severe, according to Peña.
"If not this time, I will raise hell," Peña said. "I think [UFC president Dana White] knows I'm a firecracker and I definitely don't think he wants to see the wrath that will come if I don't get a title shot.
"I think he definitely knows I'm the clear-cut answer for getting a title shot and I've been the clear-cut answer. If I don't get a title shot, I quit."
Peña, who has moved her training from Spokane, Washington, to Chicago ahead of this bout, said she was also irked about the recent announcement of an inaugural featherweight championship fight between Holm and Germaine de Randamie.
According to Peña, she's asked to fight "Harmless Holly" on several occasions, but it's never come together. Seeing Holm compete for a title even though she is coming off back-to-back losses is "bulls---," in Peña's book.
All that said, Peña says her focus is now on Shevchenko and she will take care of business on Jan. 28. The UFC better take care of business afterwards.
"I know she's going to be working her takedown defense immensely," Peña said. "She's going to be on her bicycle. I think it's funny she says I'm trying to escape a fight with her. I'm like, 'Honey, it has nothing to do with you. I'll fight you all day long and twice on Sundays. It has nothing to do with you besides politics at this point.'
"She says I'm running and escaping the fight? We'll see who's going to be on their bicycle and who's going to be standing in the center of the cage, ready to bite down on their mouthpiece."