The Penn Band Program includes five ability-based concert ensembles - Intermediate Freshmen Band, Advanced Freshmen Band, Concert Band, Symphonic Band, and Symphonic Winds. Throughout the history of Penn High School, the Freshmen Bands, Concert Band, and Symphonic Band have consistently earned Gold Ratings, typically "With Distinction", at ISSMA District Organizational Contest. The Penn Symphonic Winds have placed in the Indiana State Concert Band Finals for twenty-three consecutive years. In 2010, Penn advanced two bands into the State Finals contest, which includes only sixteen bands state-wide. In 2015, the Penn Symphonic Winds were named State Co-Champion, and in 2009 and 2024 they were named State Champion Runner-Up. The Penn Symphonic Winds have been invited to perform at the Indiana Music Education Association Convention on multiple occasions, and performed at the Midwest International Band and Orchestra Clinic in 2008. Penn consistently places students into the Indiana All-State Bands. Members of the Penn bands have had the honor to work with outstanding conductors and guest artists such as Ray Cramer, Stephen Pratt, Patrick Sheridan, Jay Gephart, Matt Conaway, Trae Blanco, Randy Greenwell, and Dan Tembras.