Penney told BBC Radio Bristol: "Luke wasn't happy obviously, every loan player has come here to play.
"We sent him home for the weekend to give him a chance to get his head together a little bit."
West Brom keeper Daniels has conceded 26 goals in his nine appearances for the Pirates but Penney still thinks the former Manchester United trainee has a future at the club.
"I just felt I need to change it a little bit, get a fresh voice in," he said.
"I don't think Luke has been chucking them in by any means. We've got him until the end of the season and it's up to him to keep fighting for his place."
Penney also revealed that former Swindon Town defender Jerel Ifil, 28, is training with the club.
Source: BBC Sport
Source: BBC Sport