It was the only hit Halladay (14-8) allowed in the Blue Jays' 6-0 victory over the Yankees before a crowd of 22,179 at Rogers Centre.
Halladay has lost three consecutive starts only three times in his career and has never lost four in a row after his emphatic performance on Friday, pitching his sixth complete game of the season.
The Blue Jays gave him early run support for a change, taking a 2-0 lead in the first against Joba Chamberlain (8-5), who gave up three runs -- two earned -- over three innings.
Halladay's first career complete-game one-hitter came in his second Major League start on Sept. 27, 1998, in the Blue Jays' final game of the season against the Detroit Tigers. Bobby Higginson hit a two-out pinch-hit homer in the ninth to break up the no-hit bid.
The Yankees' first baserunner on a night in which Halladay struck out nine came with two outs in the fifth, when Jorge Posada walked.
In the sixth, after Melky Cabrera grounded out to second, Pena, who was playing at shortstop with Derek Jeter getting the night off, lined an 0-1 pitch to right.
"I thought it was a decent pitch early in the count," Halladay said. "It was down. You can second-guess yourself on things like that, but I think knowing he's going to be aggressive, you could probably be down with it even more."
But he had no regrets because it was an aggressive pitch.
"Our game plan was to be aggressive, to go after guys," Halladay said. "That's the reason you've put yourself in those situations, so I don't think you're ever going to be upset giving up a hit on a pitch you make aggressively."
Halladay got away from the plan slightly after that, giving up two-out walks to Eric Hinske and Mark Teixeira, but he caught Alex Rodriguez looking at a 1-2 fastball to end the inning.
"After the hit, we tried to make some perfect pitches and make some close pitches, and I put myself in a jam," Halladay said. "I think it's different when you're able to try and make close pitches and you're just missing, as opposed to when you're trying to throw the ball where you want and it's nowhere close. I think there's a difference. I felt like we were real close the whole time."
Halladay tried not to change his approach, even though he was aware he was working on a no-hitter.
"I think you're always aware," he said. "The big thing for me is just staying aggressive. Sometimes in those situations, you're trying to pitch to not give up a hit, and I think you can hurt yourself."
Did he feel that he had no-no stuff?
"I don't think you ever know," Halladay said. "I don't think I know what no-no stuff is really. Location-wise, I felt pretty good."
These have been difficult times for Halladay. The Blue Jays have struggled since a strong start to the season and going into the July 31 non-waiver Trade Deadline, Toronto was entertaining offers for Halladay, who has said he would like to be in the postseason at some point in his career.
But the trade was never made. Halladay can become a free agent after the 2010 season, but he said that he is not looking that far ahead. Nor is he dwelling on what might have been if a deal had been made. Halladay said he tries to maintain a consistent approach, although it can be difficult at times.
"Sometimes it seems when things are not only not going your way, but the team's way, I think you can get a little bit tentative," Halladay said. "That's something that was a big focus for me, was going out and you just put it on the line.
"There's always highs and low. The important thing is not to get too caught up in it one way or the other. Consistency is always the best way to get things done. There's always been points whether it's off the field or on the field where you're scuffling a little, but it's always important to stay off that roller-coaster ride."
Cliff Lee was traded by the Cleveland Indians at the Trade Deadline to the Philadelphia Phillies, who tried to obtain Halladay. Lee is doing well for a team heading for the postseason, but Halladay said he is not looking wistfully at his situation.
"No, I think that's how life is in general," Halladay said. "You accept the situation you're in and make the best of it. That's something I try to do. It's never been a what-if for me or what could have been -- it's what could be."
Halladay has now tossed 2,006 innings with the Jays, joining Dave Stieb and Jim Clancy as the only Toronto pitchers to surpass 2,000 frames.
"He was great tonight," manager Cito Gaston said. "He just went through a stretch where he wasn't hitting his spots and we weren't scoring any runs."
The runs came early this time. Eric Hinske, who won the 2002 American League Rookie of the Year Award while with the Blue Jays, started in right field for the Yankees. He had problems on a couple of doubles, by Aaron Hill and Adam Lind, in the first inning that resulted in one run. Pena committed an error on a grounder by Vernon Wells to let another run score. Toronto led, 3-0, after Joe Inglett's single in the third scored Wells, who reached first after being hit by a pitch and took second on a walk to Rod Barajas.
Mark Melancon walked Marco Scutaro -- who ended a career-high 0-for-19 string with a second-inning single -- with the bases loaded in the fifth for the fourth Blue Jays run. A single, a double and a hit batter had filled the bases.
Hill doubled in two runs in the seventh against Edwar Ramirez after Michael Dunn, making his Major League debut, loaded the bases with walks.