 Peñalosa was born in Washington, DC to Cecilia Londoño and Enrique Peñalosa Camargo, former Minister of Agriculture at the UN and permanent ambassador for Colombia to the UN.During his childhood, Peñalosa studied at Gimnasio Campestre and the Colegio Refous.His family moved to the United States when he was 15 years old for his father's work as the ambassador of Colombia to the UN.