Penn said: 'This was on the cable car in Greenwich yesterday. Something huge was moving under the water and then briefly surfaced.
'Are there whales in the Thames? Or is it some weird submarine?'
But it is possible the whole stunt was set up as an elaborate April Fool's joke.
The Emirates Air Line offers views across the river to its thousands of monthly passengers.
And while it's unlikely that Penn really did see the Loch Ness Monster, it wouldn't be the first time an unusual creature has been spotted in the capital's river.
In January 2006, a northern bottle-nosed whale spent several days in the Thames after becoming lost while heading for the deep waters of the North Atlantic.
The whale sadly died on its way back to sea after capturing the hearts of thousands who came out to watch it swim through central London.