Maylu Pena is from Caracas, Venezuela. She began studying classical ballet at ten years old. In 2010, she recieved a Vaganova Diploma from the National School of Dance.
She joined Continental Ballet Company in 2013. Before joining Continental Ballet Company, she performed with the Nuevo Munco Ballet Company in Caracas, and St. Paul City Ballet. Swan Lake is her favorite classical ballet. Her favorite pieces to perform include Fairy in Cinderella; Clara, Doll, and Queen in The Nutcracker; Willy and Peasant Pas de Deux in Giselle; and a Swan in Swan Lake.
In addition to her dance accomplishments, Maylu also holds a Bachelors in Nutrition.