But since his arrival at the Roosters in January the NSW centre has rediscovered his best form. With four tries in two games Jennings is hitting form at just the right time with the State of Origin opener just a month away.
However, he admitted he was caught in two minds as to whether he should celebrate his two tries at Allianz Stadium.
"I didn't know what to do ... I was just grateful to get the tries," Jennings said.
"My heart is always going to be there (at Penrith). But I am really enjoying my football with the Roosters and the people that I play alongside."
Aside from some sledging from Penrith fans in the crowd, Jennings said he was not subjected to any barbs from his former teammates and revealed his family were in the crowd barracking for his former team.
"My parents were here and they are Penrith fans because of my brothers," he said.
"They still go for me - but I am in first grade man and my two younger brothers are coming through."
The win consolidated the Roosters' top-four spot thanks to tries from Jake Friend, Mitchell Pearce and Sonny Bill Williams.
Roosters coach Trent Robinson was unimpressed by his side's first-half efforts but praised Penrith's defence.
However, he was delighted with the performance of Jennings.
"I thought Penrith were real good and really made it hard for us," Robinson said.
"I think Jenko's brought quite a lot to us.
"He came to us with really good defensive movements and speed and agility.
"We've worked with him and understood what makes him tick and I think he's enjoying the style that's going with that as well."
Panthers coach Ivan Cleary said he couldn't fault the efforts of his side, but said they lacked the class to go 80 minutes with the Roosters.
"We were probably a little bit flat I thought maybe coming off Monday night," Cleary said.
"I think that probably showed in the second half. We made three or four errors on tackle one and a few of them led to tries.
"I'm not going to go away from the game feeling like the boys didn't have a go. It would be fair to say they probably had us for class today but we did everything we could."
- AAP