Pensnett Chase was an area of land owned by the Lords of Dudley Castle in the parishes of Kingswinford and Dudley (or mainly so). As a chase, it was reserved for them to hunt game in. At some periods it was regarded as extending into Gornal and including Baggeridge Wood at one end and perhaps Cradley Heath at the other.
In the early modern period, the Dudley portion came to be known as Dudley Wood and the name was largely reserved for the portion in Kingswinford. This was in the 18th century an extensive area of commonland which was inclosed in the late 18th century, with the mines reserved to the lord of the manor. It extended from the area now called Pensnett through Brierley Hill to Quarry Bank.