Though it seemed like a quick warning, perhaps the umpiring crew viewed it as retaliation for Red Sox slugger Jason Bay twice being drilled in the back by Yankees pitchers this season.
On May 5 at Yankee Stadium, Joba Chamberlain stuck a heater between Bay's numbers. Bay was struck by Jose Veras in the opener of this three-game series on Tuesday night.
"I just wanted to know why," said Red Sox manager Terry Francona after the Red Sox's 4-3 win. "[Crew chief] Gerry [Davis] said that there was a heads up for the series. I was a little surprised by that. I don't think we've done anything to warrant that.
"He was OK. He just said it was his responsibility and they get heads up from the league, and there's a lot of people watching. I just want to know why. That's not a situation where we're trying to put runners on base. I'd like to get him out."
The pitch from Penny that struck Rodriguez was clocked at 97 mph.
"I was going hard in," said Penny. "He's a Hall of Fame hitter, so you've got to throw him in. But no, I figured [there would be a warning]."
Coming into Thursday's game, the Yankees had hit nine Red Sox batters this season. Rodriguez was the third New York hitter to be plunked by a Boston pitcher.
The warning meant that Yankees starter CC Sabathia risked ejection and suspension if he retaliated during Thursday's game.
The Red Sox entered Thursday's finale having won the first seven games of the season series against the Yankees for the first time since 1912.
Unlike on July 24, 2004, when A-Rod and Red Sox catcher Jason Varitek got into a heated altercation in which several players on both sides were ejected, this situation stayed calm.
After Rodriguez was hit, he stepped a few feet forward and picked up the ball, then he went to first base.
Ian Browne is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.