"I have my job to do," said Pena, the manager of the Dominican Republic in the World Baseball Classic. "I am the bench coach of the New Yankees. That's my focus."
"If I tell you that I don't want to be a manager, I'd lie," he admitted, "but I'm not doing this to show the world what type of manager I am."
For those who are looking, however, Pena and the Dominican Republic team have certainly put on a show in the first two rounds of the World Baseball Classic.
With a 2-0 victory against Puerto Rico at Marlins Park on Saturday afternoon, the Dominican Republic heads into the semifinals against the Kingdom of the Netherlands at AT&T Park on Monday night looking to become the first team to go all the way through a Classic without losing a game.
No other country, in fact, has even gotten through the first two rounds in a previous Classic undefeated.
This spring, the Dominican Republic swept through an opening round in Puerto Rico with wins over Venezuela, Spain and Puerto Rico by a combined margin of 19-8.
Then came the second round, in which the Dominican Republic was tested, but passed, beating Italy, 5-4; Team USA, 3-1; and Puerto Rico on Saturday in what was a rematch from the Round 1 finale in San Juan.
Now it's off to San Francisco, where the Dominican Republic will be looking for two more wins.
First, there is a chance for a bit of revenge against the Dutch, who knocked the Dominican Republic out of the inaugural Classic in 2009 with a pair of first-round victories.
"What is in the past is in the past," said Pena. "We are not thinking of the past. We are thinking of the present. Whatever happened happened. Many of these [players] who are now here were not here [in 2009]."
Japan, which plays Puerto Rico in the semifinal game on Sunday, has won the two previous Classics, but Japan did lose games in each of the first two rounds in 2006 and 2009. And this year, Japan arrived in San Francisco for the semifinals with a 5-1 record, having lost a 6-3 game to Cuba in the opening round.
It is the challenge in San Francisco, and what a Classic championship would mean for his homeland, that has Pena's attention, and nothing more.
"I'm doing this because it is my passion, my love for my country," he said. "When I watch that flag wave, that means more than everything that God, the Father, has given me, because my roots are there and we are representing our countries. I'm not [managing] to get another job, because I already have my own [as a Yankees coach]."
Pena and the Dominican players are certainly making their country proud, and they are having a good time doing it, from the dugout eruptions each time a Dominican run is scored to the imaginary shooting of the bow and arrow when Fernando Rodney closes out a victory. And Rodney did that on Saturday for the fifth time in the six Dominican Classic victories.
"You cannot play baseball without freedom," Pena said of his loose managerial style. "You have to have freedom to do whatever you want on the field, provided you don't break the rules of the game.
"My players, none of them are breaking the rules of the game. What they are simply doing is enjoying what they love, what they like to do, and I'm not going to stop it. This is meant to be enjoyed, and they are enjoying it."
Pena is enjoying it, too.
His one managerial opportunity was with a Kansas City franchise that has been going through hard times. In 2003, his second year, the Royals were in first place in midseason and finished with an 83-79 record. That's their only winning record in the last 18 seasons.
They, however, slipped to 58-104 in 2004, and when the Royals lost 25 of their first 33 games in 2005, Pena, who was dealing with some personal matters as well as the on-field struggles, stepped down.
He wasn't in uniform again until he joined the Yankees' coaching staff, initially as a first-base coach, in 2006.
Pena has only had two managerial interviews since he left Kansas City. The Yankees talked to him after the 2007 season, but hired Joe Girardi instead, and last fall, he was a candidate to replace Bobby Valentine in Boston. The Red Sox, however, hired their former pitching coach, John Farrell, who spent the two previous years managing Toronto.
It says something about Pena, however, that Girardi not only would keep him on his staff, but after having Pena continue as the first-base coach in 2008, Girardi moved him into the role of bench coach in 2009.
It's a job Pena likes.
But it's apparent he also would like a second chance at a big league managerial job.