The former House star plays Kevin, the therapist-turned-boyfriend of Robin (Cobie Smulders), on the CBS sitcom.
"I'm biased, so I hope she stays with Kevin!" the actor told TV Guide. "I'm only doing these eight [episodes] now, but I'd love to do more."
Penn described Robin and Kevin as "a fun couple" and "a fun match".
"There's inevitably a difference between understanding someone as a therapist and as a boyfriend, but she needs someone to hear her out right now," he explained. "He's doing that for her."
How I Met Your Mother co-creator Carter Bays previously described the relationship between the pair as "a bit of a forbidden romance".
How I Met Your Mother continues on Mondays at 8/7c.
> How I Met Your Mother execs for new Fox sitcom
Watch a clip from How I Met Your Mother below: