The Glasgow Rangers midfielder has struggled since he arrived in Scotland.
The Mexico international arrived at Ibrox with a big reputation, but so far he has struggled to make any kind of impact, featuring as a substitute on three occasions and yet to get his first start for the Gers.
That said, he did find the net after coming off the bench against Dundee to help his side to a 4-1 victory, and it is hoped that in time he could come good under Caixinha.
Speaking to reporters this week, the Rangers boss said, "We are preparing Carlos Pena to understand that in some games he won't get the space he wants. That's something he needs to adapt to.
"The mindset we are creating with Carlos is different to (Eduardo) Herrera who is also coming from Mexico. He's already worked with us; Carlos hadn't."
Given the sheer number of new arrivals at Rangers this summer, it was always going to take time for some of them to settle at a new club in a new country, and with the likes of Alfredo Morelos, Ryan Jack and Graham Dorrans slotting in seamlessly, it has allowed those who need a little more time to get that without too much pressure.
Pena was a massive hit at Club Leon, scoring 42 goals in 164 matches, and he also turned out for Pachuca and Deportivo Guadalajara. But playing for Rangers is a different sort of challenge and it will be interesting to see if the 27-year-old heeds Caixinha's advice and ultimately excels in his new surroundings.
PC: We are preparing Carlos Pena to understand that in some games he won't get the space he wants. That's something he needs to adapt to.— Rangers FC (@RangersFC) September 13, 2017
PC: The mindset we are creating with Carlos is different to Herrera who is also coming from. He'd already worked with us Carlos hadn't.— Rangers FC (@RangersFC) September 13, 2017