The US TV show, a competition between amateur chefs, brought eight celebrities for a special edition cooking showdown on Monday. Each participant chose a nonprofit organisation as the recipient of a monetary award given to the winner.
Penn, a former public engagement official in the White House Office under President Barack Obama, also urged his Twitter followers to donate to UNRWA, promising to send thank you postcards to some donors.
The supporters of the Palestinian cause say that the movie star made a priceless contribution to the cause by bringing the suffering of displaced Palestinians to the US national stage.
"Only in America can a guy make tacos on FOX TV, almost lose an eye, and win USD 25,000 to support refugees," Penn wrote on Twitter.
"We are so fortunate as Americans to live in a country as prosperous as ours."
The US UNRWA office thanked Penn, calling him a winner.