With a break in the action in the American League Championship Series, which resumes Tuesday in Detroit, Pena had a chance to talk to the organization he once played for about returning as a manager.
Pena becomes the first candidate in the search who has previous Major League managerial experience. As the Royals' skipper from 2002-05, Pena had a record of 198-285.
The former catcher was a popular player for the Red Sox from 1990-93, hitting .234 with 17 homers and 161 RBIs.
Another candidate with plenty of familiarity with the organization will interview for the position later this week. DeMarlo Hale, who served as a coach on manager Terry Francona's staff from 2006-11, is expected to speak with the Red Sox on Thursday, MLB.com has confirmed.
Hale served as Francona's bench coach in his final two years in Boston after coaching third base the three years before that.
In 2012, Hale was the third-base coach for the Baltimore Orioles, who won the American League's Wild Card berth and wound up losing to the Yankees in a five-game Division Series.
Hale has a strong desire to manage and was well-liked by the players and front office during his time with the Red Sox. He also managed in Boston's Minor League system for several years.
The Red Sox are steadily putting together a solid list of candidates for the vacancy that was created when Bobby Valentine was dismissed the day after a 69-93 regular season was completed.
Dodgers third base coach Tim Wallach interviewed with the Red Sox last Friday, and has a well-rounded background that ranges from former All-Star player to successful Minor League manager and Major League coach.
Aside from meeting with Hale, the Red Sox are also expecting a visit from former Major League catcher Brad Ausmus on Wednesday.
Ausmus is currently a special assistant in the Padres' front office and has long been touted for his high baseball IQ. He is the only candidate thus far who has no managerial experience. But the success of Mike Matheny, who has the Cardinals in the National League Championship Series in his first season as a Major League manager, is a current example of why the Red Sox might consider Ausmus.
There continues to be no word on whether the Red Sox have made a run at Blue Jays manager John Farrrell, who was Boston's pitching coach from 2007-10.
Farrell has strong ties with the Red Sox -- both in the front office and with some of the players. However, he has another year on his contract with the Blue Jays.
If the Red Sox were to pry Farrell out of Toronto, it's likely they'd have to provide some form of compensation.
"Nothing has been communicated directly to me. As far as if the Red Sox have contacted [Jays GM] Alex [Anthopoulos] -- I'm unaware of that," Farrell said in an interview with MLB Network radio last week. "So where it stands is what I said -- [I'm] manager of the Blue Jays."