Jim Penseyres was a member of the Millennium Group and a former member of the Federal Bureau of Investigation. Penseyres worked at the Bureau's Violent Criminal Apprehension Program.

In 1996, Penseyres worked with Frank Black, Peter Watts and Mike Atkins in an investigation in San Francisco when an ear and cremated remains were found. (MM: "Gehenna")

Several weeks later, Penseyres informed Frank Black that some in the Group were unwilling to get involved in a murder investigation in Portland. Penseyres also engaged James Horn, a prospective Millennium Group member, to assist Frank. (MM: "Dead Letters")

After "The Judge" began having his recruits murder people he felt had escaped justice, Penseyres worked on the investigation and had Cheryl Andrews brought in. (MM "The Judge")

Penseyres was played by Chris Ellis.