"Yes, very much so," was his response when asked whether the French side would mount a bigger challenge at home.
"They're steaming I think," he continued.
"They're alluding to a few things apparently about the refereeing and so forth. I think they're throwing some distractions and red herrings out there and trying to take away from the disappointment of the outcome so, to that end, they'll be trying to ambush us."
Penney pinpointed his side's defensive frailties and their set-piece as areas that need improvement but insisted that his side will travel to the Stade Aime Giral with confidence.
"We're going into this game with a pretty positive mindset," he said.
"There is certainly the ability in the group to go up another level and that will be the challenge because we're going to need to [this weekend]."
Johne Murphy was one of Munster's top performers on Sunday, setting up the first try early on before preventing a certain score for Perpignan later in the half, and the 29-year-old was pleased with the first half performance but disappointed that the team dropped off in the second period.
"The first half performance was pretty hectic but it was good actually, and quite enjoyable, but in the second half we slacked off a little bit.
"It was tough keeping that pace but going out there this weekend we need to very much keep that going for 80 minutes.
"The first 40 minutes was as good as we played really, we're happy but, as Earlsy said after the game, we're probably about 20-30% off where we're trying to get to so it's about getting there little by little.
"We knew that our defensive decision making at times wasn't what it should be, we've addressed that and fingers crossed we make all the right decisions [on Saturday]," he added.
The intimidating atmosphere that awaits Munster in Perpignan will be nothing new to Murphy, he experienced it while playing with Leicester Tigers, and he's looking forward to another visit.
"I've been lucky enough to play there before with Leicester and Dan Carter was over there that time so it was very enjoyable, they try to intimidate you.
"I can remember kicking before the game by the goalposts and they were throwing things at myself and one of the other guys so it was pretty intimidating, but it's what you want.
"It's really enjoyable to be part of such an occasion in the south of France, it's what we all want to be a part of so hopefully it will be a good day."
Conor Murray will miss out after injuring knee ligaments on Sunday with Cathal Sheridan, who impressed in the hour he played at the weekend, or Duncan Williams set to deputise.
Rob Penney revealed yesterday that he is happy playing either scrum-half in Perpignan and praised the progress made by 25-year-old Sheridan.
"He's been developed well by the Munster organisation. He is someone that has come in and been given an opportunity and he's been given a lot of help but you make your own luck to a degree," said the New Zealander.
"He's had an opportunity and he's proved that he's worthy. It's great reward for him and it's great reward for the people who have put the work in behind the scenes to get him to that level and we're equally as comfortable with Duncan[Williams]."
"We've got two worthy nines there and it's going to be a tough old day at the office for those guys in particular, but we're sure they'll do a great job," he said.
Munster face Perpignan at Stade Aime Giral this Saturday at 3:40pm Irish time (4:40pm local time).
The game will be shown live on Sky Sports.