And he said he still pinches himself -- every single day.
He did it again Sunday.
"Today, I'm at first base, and I'm like, 'Wow!'" Pena, sporting an ear-to-ear smile, said in front of his locker at Joker Marchant Stadium after coming out of the game against the Tigers.
"I'm so blessed and grateful just to be part of all this, seriously. I pinch myself every night just to know that I'm really doing this. ... And I'm glad. I don't ever want to lose that."
Pena carries that mentality everywhere. So don't ask him if he is worried about his 0-for-18 start to Spring Training after missing the final 25 games of the 2009 season, or if he finds himself thinking about the fact that his three-year contract with the Rays expires after the season.
Sure, most players will say they don't think about upcoming free agency because it's the right thing to say. But Pena absolutely lives it.
He said he never really speaks to his agent, hardball negotiator Scott Boras, about his talks with the Rays, nor does he care to hear from Boras about it.
As of now, Pena said, "nothing has really happened" in terms of a possible deal, but he wouldn't mind coming to terms on an extension during the season, because he would love nothing more than to stay with Tampa Bay.
"I think everyone knows how much I like it here, how much I appreciate this place," said Pena, who's making $10.125 million this season. "So it's one of those things I know that I cannot control, because I'm not the one in the driver's seat there. But I know what I can control -- that's be prepared, do my exercises so I can stay healthy, make sure I'm present so I can enjoy my teammates.
"It's funny, because I don't lose any sleep over that -- at all. I'm being honest with you."
The one who may end up losing sleep if Pena goes is his manager, Joe Maddon, who absolutely loves what the left-handed power hitter has brought to the club since he got there in 2007.
"I love him. I really do," Maddon said. "But that is up to [vice president of baseball operations] Andrew [Friedman] and everybody there to make that determination. I will give him my opinions about that. Carlos has been a huge part of our success and the establishment and the culture that we now have in our clubhouse. Huge."
Despite the "0" camped beneath the "H" line of Pena's stats page this spring, Maddon beamed before Sunday's game about how his slugging first baseman is "swinging the bat really well, actually," pointing out the many line drives that have been hit directly into a shift, and the nice swing path Pena has carried over from his short September -- one that saw him hit .318 in the first seven games before Sept. 7, when he fractured his left index and middle fingers thanks to a CC Sabathia fastball.
Pena used the word "great" to describe how his hand feels today. And despite seemingly slumping early in Spring Training, he used it to describe how he feels at the plate, too.
"It's not about whether I hit .400 or .000," Pena said. "That's old stuff. That's when we were a little bit more immature that we based our progress on numbers. We base our progress on at-bats now, how good our at-bats are, how good our intent is, our plan is, how good the execution is.
"We all care about stats, don't get us wrong. It's just when you become obsessed with them that it becomes a problem. ... It's part of growing up."
Pena, 31, has done a lot of growing up. And if you spend a good amount of time speaking with him, chances are you'll grow up, too.
After an 0-for-3 performance in an eventual 9-6 loss to the Tigers -- in which he didn't hit the ball particularly hard anywhere -- Pena remained thrilled as can be. And when asked about his upcoming free-agent status, he made it sound as if he forgot his contract was expiring at the end of this season.
The Dominican Republic native joked that, because of things like that, some might say he lives a Zen life.
Pena doesn't dwell on possibly not coming back to the Rays, he said. "Instead, I say, 'Man, I'm going to enjoy today.' And my only question after the day is over is, 'Were you there today, were you present? Were you there 100 percent -- heart, soul and body? Were you there? Yes? Good job.' That's it."
Pena tied for the American League lead in home runs last year with 39, but he hit a career-low .227. Since having his best season in the big leagues in 2007, when he reached career highs in batting average (.282), home runs (46) and RBIs (121), Pena has averaged 35 homers and 101 RBIs per season but batted just .237 with an .882 OPS.
Who knows how many years Pena will get on his next deal. But he wants to play until he's 40 -- saying, "it's a nice round number" -- and added that he has "so much" to improve upon along the way.
In the meantime, though, the Zen master of the Rays' clubhouse is having a blast living out his dream as a professional baseball player.
"I think that if you don't forget that one day," Pena said, "when you were a little kid, you dreamed of that -- you dreamed of it, with so much passion -- and all of a sudden you're doing it, I think it's just inevitable that you're going to have to pause and say, 'Thanks.'"
Alden Gonzalez is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.