For his work on the London stage, Jennings has received three Olivier Awards, winning for Too Clever by Half (1988), Peer Gynt (1996), and My Fair Lady (2003).
His other film appearances include The Wings of the Dove (1997), Bridget Jones: The Edge of Reason (2004), Babel (2006), Belle (2013), and The Lady in the Van (2015) starring Maggie Smith.
Jennings has won acclaim for his performances in television, including for his portrayal of Edward VIII, the Duke of Windsor, in the Netflix series The Crown opposite Claire Foy.
His other roles include Stephen Frears's A Very English Scandal (2018) alongside Hugh Grant and Ben Whishaw, and in Steve McQueen's Small Axe: Mangrove (2020) starring Letitia Wright.
Jennings also appeared as Lord Mark in the romantic drama film The Wings of the Dove starring Helena Bonham Carter, Elizabeth McGovern, Charlotte Rampling, and Sir Michael Gambon.
In 2002, Jennings appeared in the Cameron Mackintosh/Trevor Nunn revival of My Fair Lady at the Theatre Royal, Drury Lane and won an Olivier Award as Best Actor in a Musical.
In June 2008, Jennings made his debut in the Operetta at the ENO in Robert Carsen's production of Bernstein's Candide, in which he played Voltaire and Doctor Pangloss.
Jennings has recorded the audio versions of the books: Sins of the Father by Jeffrey Archer, The Kraken Wakes by John Wyndham, The Horse and His Boy, Out of the Silent Planet, and Perelandra by C.S.
Lewis, Twenty Thousand Leagues Under the Seas by Jules Verne, and Attention All Shipping by Charlie Connelly, which was selected in June 2008 as one of the top 40 audiobooks of all time.
In 2014, he played the role of Willy Wonka in Charlie and the Chocolate Factory the Musical, which was directed by Sam Mendes and was performed on London's West End theatre district.
Jennings portrayed playwright Alan Bennett in the 2015 film The Lady in the Van opposite Academy Award winner Dame Maggie Smith in the title role.
In 2018, Jennings played Liberal MP Peter Bessell in the BBC One series, A Very English Scandal alongside Hugh Grant, and Ben Whishaw, a miniseries about the Jeremy Thorpe affair directed by Stephen Frears.
[16] In 2020, Jennings appeared in the Small Axe miniseries directed by Steve McQueen, specifically the television movie, Mangrove as Judge Edward Clarke alongside Letitia Wright as physician and British Black Panther Altheia Jones-LeCointe.