Penn, the brother of Academy Award-winning actor Sean Penn and musician Michael, was found dead Tuesday in his Santa Monica condominium.
The toxicology test is "just normal procedure for someone who's 40 and has not seen their doctor," coroner's spokeswoman Brenda Shafer said Wednesday.
Penn's latest film, "The Darwin Awards," in which he appears with Winona Ryder and Joseph Fiennes, premiered later in the day at the Sundance Film Festival in Park City, Utah.
"He gave an incredible performance in the film," writer-director Finn Taylor said before the screening. "I think he is going to be remembered for years to come and we will miss him."
Chris Penn appeared in numerous films, including "Reservoir Dogs," "Starsky & Hutch," "Rush Hour" and "Corky Romano."
"Corky" star Chris Kattan described Penn's death as "a huge shock."
"He was an amazing actor and a great comedian," Kattan said. "He was such a sweet soul and so funny. He had a really great innocence in his eyes. Of course he'll be terribly missed."
Sean Penn's publicist, Mara Buxbaum, issued a statement Tuesday saying the Penn family "would appreciate the media's respect of their privacy during this difficult time." She released no further comment.
Penn's agent, Cary Berman of the William Morris Agency, referred calls to Buxbaum. Penn's manager, Jonathan Brandstein, did not return a call for comment.
Although he was not as well known as his brother Sean, 45, critics said he often was underrated.
"Just as talented as Sean -- just a lot less cocky," Slate magazine critic Cintra Wilson wrote of him last year. He "makes you seamlessly believe in characters so much you barely even notice them."