Born in Kennett Square, Pennsylvania, Pennock went straight from high school to the major leagues by joining the Philadelphia Athletics in 1912. In 1914, Pennock showed promise, going 11-4 with a 2.79 ERA in just 151 2/3 innings pitched for the World Series-bound Athletics (they lost to the Boston Braves), but he started poorly the following year and was sold to the Boston Red Sox by Philadelphia manager Connie Mack.