[1] After he graduated from Oak Hill Academy, Jennings played for professional basketball club Lottomatica Roma in Rome, Italy.

[8] In November 2007, SLAM Magazine's third edition of PUNKS featured Jennings on the cover along with three other top-rated high school guards (Jrue Holiday, Tyreke Evans and Lance Stephenson).

[9][10] In June 2008, Jennings attended the premiere of Beastie Boys' Adam Yauch's basketball movie Gunnin' For That #1 Spot at the Magic Johnson Theatre in Harlem.

On November 14, 2009, in just his seventh game in the NBA, after being held scoreless in the first quarter, Jennings scored 55 points in a win over the Golden State Warriors.

The team later confirmed that Jennings would miss the next four to six weeks as he recovered from surgery to repair a fracture in his left foot.

[24] With Milwaukee struggling in Jennings's absence and his slow return to form after the injury, the Bucks missed the playoffs.

With Jennings set to hit restricted free agency at the end of the 2012–13 season, he sought a long-term contract, saying he would not return to Milwaukee if they did not work out an agreement.

[27] Jennings teamed up with Monta Ellis, who was acquired at the 2012 trade deadline, to form one of the NBA's most potent backcourts that year.

[28][29] With improved play under new coach Jim Boylan,[30] Milwaukee returned to the playoffs for the first time since Jennings was a rookie, qualifying as the eighth seed.

[32] On July 31, 2013, Jennings was signed-and-traded to the Detroit Pistons in exchange for Brandon Knight, Khris Middleton and Viacheslav Kravtsov.

[38] On January 25, 2015, Jennings was ruled out for the rest of the season due to a ruptured left Achilles tendon that required surgery.

[40] On December 17, 2015, Jennings voluntarily reported to the Grand Rapids Drive, the Pistons' D-League affiliate, on a rehab assignment.

[44] On December 29, Jennings made his first appearance of the season for the Pistons, scoring seven points and adding four assists in 16 minutes off the bench against the New York Knicks.

[47] The next day, he made his debut with the Magic in a 110–104 win over the Dallas Mavericks, recording 18 points, three rebounds and four assists in 25 minutes.

[50] On December 11, he scored 15 of his season high-tying 19 points in the fourth quarter of the Knicks' 118–112 win over the Los Angeles Lakers.

On July 28, 2017, Jennings accepted a one-year, $1.5 million deal to play for the Shanxi Brave Dragons of the Chinese Basketball Association.

[59] The following day, in his first game back with the Bucks, Jennings finished two rebounds shy of a triple-double with 16 points and 12 assists in a 121–103 win over the Memphis Grizzlies.

[63] On August 20, 2018, Jennings signed a one-year deal with the Russian team Zenit Saint Petersburg of the VTB United League.

[64][65] His contract with Zenit was terminated on November 20, 2018, after only 10 games and days after an Instagram post he made stating "Lesson in life: I will never play for a team and the dad is coaching his SON!

[68] Jennings participated in Steve Nash's Showdown in Chinatown charity soccer match in New York City on June 24, 2010.

[69] Jennings, specifically his tense relationship with Milwaukee coach Scott Skiles, was the subject of the song "Chartjunk" by indie rock band Stephen Malkmus and the Jicks in 2014.