The former National League Cy Young Award winner was able to stay in the game after being struck, and he ended his scoreless five-inning rehab outing for Triple-A Charlotte on the next pitch.
Peavy's elbow was swollen and red after Charlotte's 4-1 victory over Gwinnett in the first game of an International League doubleheader at Gwinnett Stadium.
"It's sore," Peavy said. "I'm sure it's going to be sore [Tuesday]. Hopefully it won't be a problem."
Peavy, who hit 94 mph with a fifth-inning fastball, will rejoin the White Sox in Boston on Tuesday, and a decision will be made then on what comes next.
"We haven't set any definite plans. That is the bottom line," Peavy said. "We haven't set a hard date. People have speculated on dates. But we're just taking it start by start.
"I don't know how sore my elbow will be. Obviously, that could be a factor. We'll see."
Peavy, acquired at the July 31 Trade Deadline from San Diego, was encouraged by his outing.
"It was a good step," he said. "I could definitely see progress."
Peavy, who has been sidelined by a strained tendon in his right ankle since his last start for the Padres on June 8, gave up four singles, struck out three and walked two, throwing 52 of his 80 pitches for strikes. Gwinnett had at least one runner on in each inning against him, but only once did a runner reach second base.
Peavy showed his ankle was healthy when he covered first base without a problem on a grounder to end the fourth inning. But then came the scare in the fifth on the liner by Wes Timmons that deflected to shortstop for an infield hit.
The right-hander indicated he was OK and got Brandon Jones to ground out to first base on a fastball that reached 90 mph to end the inning and his longest rehab outing.
"I didn't hit [me] that hard," said Peavy, who was not sure afterward whether the ball has brushed his glove before striking his elbow. "It's not of any consequence, I would imagine. I made a good pitch after that. I don't think it got me too square."
Peavy was pitching on an extra day of rest after struggling in a start against Durham last Tuesday. He allowed five hits and four runs (three earned) over four innings in that outing and was discouraged.
"I'm a long way from where I'm used to being and where I know I can be ... and will be," he said afterward.
Peavy got into a good bullpen session in Chicago on Friday and thinks that led to a much better outing this time.
"I'm closer to being where I want to be," he said.