Land for sale in Pennington County recently totaled $5 million and nearly 2,000 acres. Pennington County ranks 80th in the North Star State for the total acreage of land currently advertised for sale. Of all locations in Pennington County with farms and rural land for sale, Thief River Falls had the most land for sale. Pennington County is the 52nd biggest county (618 square miles) in Minnesota. It's located in the North Central West Minnesota region of Minnesota.