Toxicology tests were ordered on the actor, who was found dead in his Santa Monica condominium Tuesday.
"It's just normal procedure for someone who's 40 and has not seen their doctor," said Los Angeles County coroner's spokeswoman Brenda Shafer.
In a coincidence, Penn's latest film, "The Darwin Awards," 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."
The cast of the movie — a twisted comedy about accidental death — includes Winona Ryder, Joseph Fiennes, David Arquette and Juliette Lewis.
Ryder talked about Penn during a question-and-answer session with the Sundance audience after the film's premiere.
"I really hope people go back and watch his movies, because he was such a fantastic actor, and he is going to be so missed," Ryder said. "Not just Sean Penn's little brother, you know? He was Chris Penn."
Chris Penn's credits included "Mulholland Falls," "Rumble Fish," "All the Right Moves," "Footloose" and "Rush Hour." He also played Nice Guy Eddie Cabot in the 1992 Quentin Tarantino crime drama "Reservoir Dogs."
Although he was not as well known or praised as his brother Sean, 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."
A bar on New York's Lower East Side called "Nice Guy Eddie's" was named for his performance in "Reservoir Dogs." Penn attended the opening and mixed easily with patrons, said David McWater, the bar owner and an acquaintance of the actor.
"He was real nice approachable, just one of the guys. He wasn't standoffish, not trying to be star," McWater said.
"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."
Chris Penn comes from a prominent show biz family. His Oscar-winning brother, Sean, has been married to actress Robin Wright Penn for ten years and before that, was husband to Madonna. Chris Penn's other brother, Michael, is a musician, married to singer Aimee Mann.
Sean, Chris and Michael Penn are the children of actress Eileen Ryan, whose credits include "Parenthood," and the late Leo Penn, who was blacklisted during the Red scare of the 1950s and went on to become one of TV's most prolific directors, with credits including "77 Sunset Strip," "Bonanza," "Dr. Kildare," "Ben Casey," "Alfred Hitchcock," "The Fugitive," "Lost in Space," "Ironside," "Marcus Welby," "Columbo," "Hart to Hart," "Matlock" and "Magnum, P.I."