Penza was founded as a fortress, and to this day, remnants of the Lomovskaya sentry line built in 1640 have been preserved at the western edge of the city, and remains of earth ramparts dating from the mid-16th century are preserved in the city center. Until 1663, Penza was a wooden stockade with only a small settlement. Then in May 1663, the architect Yuri Kontransky arrived in Penza on the Tsar's orders to direct the construction of a fortress city. The initial construction consisted of a wooden Kremlin, a village, and quarters for the nobility, small tradesmen, and merchants.
In 1774, the insurgent army led by Yemelyan Pugachev occupied Penza after the citizens of the city welcomed the rebellious Cossacks. The first stone houses started to appear after 1801, and by 1809 Penza's population had grown to more than 13,000 people.
In 1918, Vladimir Lenin sent a telegram to communists in the Penza area, complaining about the "insurrection of five kulak districts". He urged the public hanging of 100 "landlords, rich men, bloodsuckers", grain seizure, and hostage taking. This telegram has been used in several historical works on the period and on Lenin. During the Russian Civil War, the Czechoslovak Legions launched an anti-Bolshevik uprising in Penza.
During the Soviet period, the city developed as a regional industrial center. The Ural mainframe was made here between 1959 and 1964