Literally across the street from Pena Park is the Castle of the Moors. So if you have time you should definitely cross the street and visit! The Castle is very high with steep steps, but it’s worth it for the beautiful views of Sintra!
To quote the Sintra site:
The Castelo dos Mouros was established during the 9th century by the North African Moors to guard the town of Sintra, but it fell into disrepair after the Christian conquest of Portugal. The castle was restored in the 19th century by King Ferdinand II, who transformed it into a romantic ruin and a major feature of the gardens of the Pena Palace. The castle retains the charm of an ancient ruin, with dense forest surrounding the crumbling battlements that offer spectacular views over the Sintra region. The Castelo dos Mouros is a highly recommended attraction in Sintra and is very different to the other palaces and stately homes of the town.