Penman's twist on history is to take a minor figure who really existed, but of whom nothing is known beyond their name, and make them the central character in the story, observing major historical events from a distance. Her research is thorough, and most of the events she describes have a basis in historical sources. The Sunne in Splendour, about Richard III of England is one of the most popular books on the Historical Novel Society's list of the best historical novels. In 1996, following the success of When Christ and His Saints Slept (which dealt with the Anarchy and the early career of King Henry II of England), Penman ventured into the historical whodunnit with two mysteries set in Henry's reign. These did not enjoy the same success with her loyal readership as her "straight" historical novels, to which she returned with Time and Chance.
In UK editions of her books, Penman has now dropped the middle name "Kay" and the initial which she originally used.