The younger sister to Melbourne Cup winner Prince Of Penzance will step out in a city race for the first time at Sandown.

Prince Of Penzance shot to prominence last spring when he won the Melbourne Cup as a 100/1 shot for trainer Darren Weir and jockey Michelle Payne.

Penthouse Princess was knocked down to Caulfield trainer Henry Dwyer at the Karaka yearling sale in 2014 for $110,000 and Dwyer returned and secured the younger brother for $200,000 this year.

Penthouse Princess finished fourth in a Donald maiden on debut this month when Dwyer said she was on the wrong part of the track.

Dwyer has taken the opportunity to give the filly her chance in Wednesday's The Cove Hotel maiden Plate (1300m).

"We just thought that she's going to win a maiden somewhere and given her pedigree it's probably advantageous to do so in town if possible," he said.

But he believes a wide barrier will make it tough for her on Wednesday as they'll go back to find cover which could be as far back as last.

Dwyer describes the filly was a work in progress who needed to learn to conserve her energy early and settle better to be able to finish her races off.

While Dwyer said the filly had ability he said an accident as a younger horse was likely to prevent her from reaching her potential.

"It's probably a shame, she ran through a fence when she was a yearling and hurt her leg and she's still got the after-effects of that going on," Dwyer said.

"She's not going to reach the level she probably should, that her ability would suggest, but it would be nice to think she could win a few races."