Pena, 28, made a position switch after he was designated for assignment last July 16. Although his Kansas City shortstopping days apparently were over, the club resigned him and he tried pitching.
Pitching at the Rookie, Class A and Triple-A levels, Pena worked in a total of 10 games with a 2.33 ERA in 19 1/3 innings. He gave up 12 hits and six walks and struck out 18. This fall, he pitched in the instructional league.
"He elected free agency based on his service time," Royals general manager Dayton Moore said. "We're interested in continuing to pursue him as a pitcher and we'll see what happens."
"He threw the ball well down in the instructional league. It depends on whether he wants to continue pitching or return as a shortstop. We think he has some potential as a pitcher."
Pena is expected to play in the Dominican Winter League for Aguilas. His father, former Royals manager Tony Pena, will be a World Series fixture this week as the Yankees' bench coach.
Dick Kaegel is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.