The manager of Doncaster Rovers looked in a relaxed mood and understood that the question was not intended as a slur on his reputation.
Former bricklayer Penney, his eyes hidden behind a pair of designer sunglasses, told me to direct the question to his chairman John Ryan.
Admittedly, a small part of me felt the urge to apologise for asking – mainly because Penney had always been a gentleman in our dealings over the past five years.
Yet, as I subsequently wrote in the pages of this newspaper, football is not a business where managers are allowed to live on former glories for long.
There had been rumours of growing tension in the camp for months and it was my duty to seek his opinion on the future.
Success raises the bar and failure to keep on succeeding results in the sack.
Penney's reign lasted only six more games, resulting in only one league victory and a Carling Cup victory over Rochdale greeted by a chorus of jeers. It was a shame it had to end like this.
When Penney led the club to back-to-back promotions from the Conference, he was being touted as a candidate for jobs higher up the league. Derby County, Ipswich Town, even Middlesbrough looked his way but all opted for alternative candidates.
For the majority of his stay at Belle Vue, Penney was a hero to his supporters and enjoyed a good rapport in the dressing-room.
The cracks, however, started to appear in the last two seasons.
Chairman John Ryan desperately wanted to help Penney get Rovers into the Championship; few managers in League One were afforded better budgets.
As the clock ticked down to the opening of a new stadium, however, Ryan was growing even more determined to ensure Rovers won promotion. His impatience irked Penney who, in leading Rovers from the Conference to the brink of the League One play-offs, had now created a rod for his own back.
A remarkable adventure in last season's Carling Cup pacified those who wanted better results in the league.
Amazingly, if it had not been for a last-minute goal by a Brazilian World Cup winner (Arsenal's Gilberto Silva) Rovers would have been in the semi-finals of the competition, just 90 minutes away from Europe.
On reflection, Gilberto's equaliser and Arsenal's subsequent victory in the penalty shoot out signalled the beginning of the end for Rovers and Penney.
He failed to raise his players for the forthcoming league programme and five defeats in seven games put the brakes on a promotion push.
Even a trip to Cyprus, which was designed to revitalise his players and promote team spirit, ended in a bust up and the departure of club captain Steve Foster. When Michael McIndoe hit out at team spirit after his move to Barnsley this summer, it added weight to the rumours of discontent.
By mutual consent, Penney is now free to find another club and only time will tell whether he fulfils his early potential in management.
He has definitely changed over the last five years and may need to change again to stay on the path to the top.

The big question – Were Doncaster right to part company with Dave Penney?

YES: A member of the Doncaster team in the Eighties, John Buckley, says Rovers are right to go for a fresh approach

FORMER Doncaster Rovers winger John Buckley last night paid tribute to the achievements of Dave Penney but believes that it was time for a change at Belle Vue.
Buckley, who played for Rovers under Billy Bremner in the mid-Eighties, says things had gone stale for Penney after five years at the helm and a new manager was needed to get things moving again.
"I don't think there will be another manager in League One who has had as much money to spend as Dave over the last few years," he said. "In a way, I am surprised that they have not given him a bit longer this season – but sometimes things do go stale and maybe it was time for a change."
Penney guided Rovers from the depths of the Conference to the brink of League One play-off qualification but, according to Buckley, his relationship with the club's supporters was rarely on solid ground.
"Deep down, I don't think the fans ever took to Dave in a massive way. You look at what he has done, and it is some achievement, yet there has always been a small section waiting for him to trip up.
"You also have to say that he has been unlucky this season with injuries. He has been without his two preferred strikers Bruce Dyer and Paul Heffernan, as well as his summer signing Kevin Horlock in midfield, basically a spine of the team.
"I don't think they have shown what they are capable of yet but, when everyone is fit, they still have enough quality to be up there at the end of the season."
Buckley thinks chairman John Ryan will now be looking for a manager with a bigger profile than Penney – but warned that personality alone is not the answer.

NO: Former Doncaster defender Dean Barrick admits to being 'shocked and confused' over the departure of Penney.

DEAN BARRICK describes Dave Penney's departure as a "sad day" in the history of Doncaster Rovers.
Defender Barrick played for Rovers in the Conference and remains a firm admirer of Penney's managerial ability.
He says that he is "shocked and confused" by the news from Belle Vue and says whoever takes over the job will have a hard act to follow.
"If you are going to change a manager, surely it would have been better to do it in the summer than five games into a new season," he said.
"I just hope that the club maintains its forward momentum now because it has come a long way under Dave's management in the last five years."
Now a regular in the press box, Hemsworth-born Barrick – who quit the professional game three years ago to concentrate on coaching – added: "Having given the manager money to spend and allowed him to bring in a new set of players, you would have thought he would have had the chance to let them gel.
"Obviously, we don't know for sure whether Dave has been forced out or has gone of his own accord but I personally am sorry to see him go and wish him all the best. It is a sad day.
"There is no doubt that the club is in a much better position now than five years ago and the whole town is behind it again. Whoever gets the job is going to inherit a good club with a talented bunch of players."
Barrick, who also played for Sheffield Wednesday and Rotherham United, sent Penney a text yesterday offering his best wishes for the future.
"Dave helped me out when I wanted to move into coaching and we have remained friends ever since," he added.
"His record at the club should never be forgotten.
"Rovers were mid-table in the Conference but now they have a squad which is good enough to win promotion to the Championship."

How the Penney finally dropped at Rovers

April 2000: Dave Penney and Mark Atkins, who are currently registered as players, take temporary charge for six games after the departure of manager Ian Snodin and help Rovers avoid relegation from the Conference.
December 2001: Penney, a full time coach at Belle Vue, steps in again following the sacking of manager Steve Wignall. After an impressive three-month baptism, he is given the job on a permanent basis and Rovers finish fourth in the Conference.
2002-03: Rovers return to the Football League after a five year absence courtesy of a Conference play-off final victory over Dagenham and Redbridge.
2003-04: Rovers win the League Two title and celebrate a second consecutive promotion.
2004-05: Tenth place in League One represents the club's highest league finish for 47 years.
2005-06: Giant-killing victories over Aston Villa and Manchester City send Rovers into the quarter-finals of the Carling Cup to face Arsenal.
December 21, 2005: Gilberto Silva scores a last-minute equaliser in extra-time to deny Rovers a sensational Carling Cup quarter-final victory over Arsenal. Rovers subsequently lose 3-1 on penalties.
Dec 2005-Feb 2006: After the disappointment of the Carling Cup exit, Rovers lose five of the next seven league games and are sent crashing out of the FA Cup third round by Port Vale.
January 2006: Captain Steve Foster is booted out of the club after a bust-up on a training break in Cyprus.
March 2006: Penney allows fans' favourite Michael McIndoe to join Derby on loan and signals a firm intention to shake things up.
May 2006: Nine more players are released as the club invest in a string of new players, many from higher levels including Bruce Dyer and Kevin Horlock.
July 12, 2006: McIndoe departs for Barnsley with a parting shot at Penney and the level of dressing-room harmony.
July 14, 2006: Chairman John Ryan demands promotion after increasing the club's wage bill.
August 29, 2006: Penney and Rovers agree to part company after opening season with one win in five games.