Chirped X-ray pulse compression is a promising approach for generating ultra-short X-ray free electron laser (XFEL) pulses. The design of X-ray pulse compressors requires the careful control of group delay dispersion (GDD), which plays a critical role in achieving optimal compression. However, the penetration dispersion of crystals and multilayers can induce an extra GDD, which may result in over-compression or under-compression. In this study, we investigate the penetration dispersion of crystals and multilayers theoretically and numerically. Our results indicate that the extra GDD induced by the penetration effect increases as the bandwidth of the rocking curve decreases. Moreover, the extra GDD is nonlinear and can be mitigated by optimizing the configuration of X-ray pulse compressors. This work provides insights into the dispersion compensation and configuration optimization of X-ray pulse compressors, which are essential for generating ultra-short XFEL pulses.