Brough will be the most senior marketer at the Viacom International Media Networks-owned broadcaster and will oversee the brand and marketing strategy for its four channels.
She will report to Jill Offman, the senior vice-president and managing director of Comedy Central UK.
Before joining the telecoms giant as head of consumer communications for Vodafone UK, Brough worked at ad agency Wieden & Kennedy for seven years on brands such as Honda, Lurpak and Cravendale.
She also spent time on the Cadbury's account at Fallon in 2011.
Comedy Central has also promoted Chris Collie, currently director of programming and planning, to the position of vice-president, programming.
Jill Offman, who is also senior vice-president content for Comedy Central International, said: "These two appointments will bring added depth to the Comedy Central senior management team.
"Penny is an outstanding strategic marketer, as well as an avid comedy fan. We look forward to making great strides under her marketing leadership."
Comedy Central's marketing was previously looked after by Bill Griffin, who was director of marketing.