Admitted to his father's (and step-father's) alma mater, the University of Pennsylvania, Pepper was active in athletics (rowing crew, becoming captain of his class football and cricket teams and winning the hammer throw for the track-and-field team) and drama. In addition to academic activities (for which he earned a Phi Beta Kappa key he often twirled later in his life), Pepper started the school newspaper and edited a literary magazine (which later merged into "The Daily Pennsylvanian"). He also joined several organizations, including the Zeta Psi fraternity, Sketch club and Philomathean Society. Pepper graduated first in his class from the college in 1887. Then he followed the examples of his maternal grandfather and stepfather, entering the University of Pennsylvania Law School, from which he also graduated first in his class and with several honors in 1889.