Pensby is a large village on the Wirral Peninsula, in Merseyside, England. It is located 1.5 miles to the north of the town of Heswall and approximately 0.5 miles to the south west of Thingwall. Historically within Cheshire, the area is part of the Pensby and Thingwall Ward of the Metropolitan Borough of Wirral and is in the parliamentary constituen…Pensby is a large village on the Wirral Peninsula, in Merseyside, England. It is located 1.5 miles to the north of the town of Heswall and approximately 0.5 miles to the south west of Thingwall. Historically within Cheshire, the area is part of the Pensby and Thingwall Ward of the Metropolitan Borough of Wirral and is in the parliamentary constituency of Wirral West.