Penson is single but was previously married to four women, the most notable of which was with Filipina actress Dina Bonnevie in 1996.
DINA | Dina | Dina Merrill | Dina Bonnevie | Kristine Bonnevie | I Am Dina | Dina Wadia | Dina Butti | Dina Bajraktarević | Dina Vierny | Dina Titus | DINA S.A. | Dina Richardson | Dina Pugliese | Dina Pathak | Dina Melicov | Dina Manfredini | Dina Korzun | Dina El Wedidi | Dina Eastwood | Dina Aspandiyarova |
His films launched the likes of Dina Bonnevie, Maricel Soriano and Gretchen Barretto to full stardom and discovered established actors like Albert Martinez, Al Tantay, and Orestes Ojeda.
Her big break came when she was cast in a leading role on the drama series Sineserye Presents: Natutulog Ba Ang Diyos?, with local television stars Dina Bonnevie and Rosanna Roces.