Pennington is a town in Choctaw County, Alabama, United States. At the 2000 census the population was 353.There were 142 households out of which 35.9% had children under the age of 18 living with them, 54.2% were married couples living together, 15.5% had a female householder with no husband present, and 26.8% were non-families. 26.8% of all households were made up of individuals and 9.2% had someone living alone who was 65 years of age or older. The average household size was 2.49 and the average family size was 2.98.