He was not selected in the NBA draft, and started his NBA career as a free agent. He spent three seasons in the NBA with the Golden State Warriors (1992–95), playing in 164 games and averaging 6.6 points and 3.7 assists in 18.0 minutes per game. Jennings' personal best in the NBA was a 23 point performance, in his next-to-last regular season game with the Warriors, on April 22, 1995. In that game, Jennings made 8-of-10 field goals, including 3-of-4 treys, and was perfect in 4 free-throw attempts in 41 minutes. He dished off 10 assists that game to cap off his best performance in the NBA. He was selected by the Toronto Raptors in the 1995 expansion draft, but did not play for them. He also played professionally in Europe. In 2003–04 he parlayed his experience on the court to help the basketball club in Strasbourg, France.