The phrase "to concede a penalty" means to accept or acknowledge that a penalty should be given in a sports game, usually because a player has committed a rule violation. Full definition
However, it was shoulder to shoulder and surely you need more to concede a penalty in a massive game like that. (justarsenal.com)
Even though he may have been somewhat likely not to concede a penalty for handling. (worldsoccer.com)
Late on, he was lucky to have not conceded a penalty, and it's clear that he still needs to build some fitness before he can be back to his best. (thehardtackle.com)