Penn signed up for a recurring role in the comedy last month.
Bays has now promised that he will be playing a "very funny character" in the show.
"It's a romantic interest for Robin," he told TV Line. "Basically, the way he meets Robin is he's her therapist. Robin goes to get therapy. It's in part due to what's going on in her life vis-a-vis Barney.
"But in the process of getting that therapy, she maybe starts to have feelings for her therapist, which is kind of messed up. And her therapist starts to have feelings for her too. It's a bit of a forbidden romance."
Meanwhile, Thomas teased that Robin (Cobie Smulders) has to go to therapy because it is "court-mandated".
"Robin has gotten into a fight," he said. "The episode's mystery is, 'Who did Robin get into a fight with?' Robin assaulted someone and it takes Kal Penn as her therapist to get it out of her [and answer], 'Why are you at this court-mandated therapy?'"
Bays added that Robin will "go through some growth" in the new episodes, while Thomas said: "It's a romantically very confusing beginning of the season for Robin, but there's just so much fun to be had. I can say that it's very much a Robin season."
The duo also confirmed that Conan O'Brien will appear on the show after he won a walk-on role in a charity auction.
"We immediately took [his bid] as like, 'Great, we'll make him Ted's professor buddy'," Bays said. "We talked to him on the phone and he was like, 'No, I want to be an extra. I'm going to sit in the background, drink a drink, and not be a part of the show at all'."
Thomas joked: "Conan's going to have as many lines as Waldo does in Where's Waldo?."
How I Met Your Mother will begin its new season with a double bill on September 19 on CBS.
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