Pena, who spent part of his childhood in Boston and attended Northeastern University, said his parents are in town from Florida visiting his sister, who has an apartment in the Boston area.
"They're calm, they're inside, they're not going anywhere," Pena said. "They're trusting the fact it will be taken care of, and sooner or later we'll have this guy in custody."
Pena has watched the events unfold since Monday's bombing with disbelief.
"It's something that's very unfortunate what's going on," he said. "Sometimes you have this helpless feeling that you wish you could do more. It's very maddening at the same time and it makes me angry to think that would happen, and I just wish I could do more. At the same time, I trust the authorities. They're unbelievable. They're doing all they can to neutralize the situation and diffuse the danger."
Pena admitted it was upsetting seeing the streets shut down, streets he walked nearly every day while he was going to school in the area.
"It's surreal," he said. "It's almost like a movie, you know? But I also understand there is some real danger there and they are taking the precautions necessary, and hopefully sooner or later we'll know more about the situation. It's kind of nerve-wracking. I get this helpless feeling that there's nothing I can do. I have my family members locked inside the apartment because they can't move."
Brian McTaggart is a reporter for MLB.com and writes an MLBlog, Tag's Lines. Follow @brianmctaggart on Twitter. This story was not subject to the approval of Major League Baseball or its clubs.