Jenkins, a native of California, grew up around the world and lived in 15 different countries before she was 6 and 4 different states before college. She attended the AFI Conservatory. She graduated from The Cooper Union for the Advancement of Science and Art in 1993. The most famous film she has directed to date is Monster, a docudrama about Aileen Wuornos. On July 14, 2011, she received an Emmy nomination for Outstanding Directing for a Drama Series for the pilot of The Killing. She received two nominations for the 2012 DGA Awards for Outstanding Directorial Achievement, one for "Outstanding Directorial Achievement in Dramatic Series" for The Killing and "Outstanding Directorial Achievement in Movies for Television/Mini-Series" for Five. On January 28, 2012, she won the DGA award for Outstanding Directorial Achievement for a Dramatic Series for the pilot of The Killing.
In 2007, Jenkins married Sam Sheridan, author of the books A Fighter's Heart and The Fighter's Mind.