Jennings trained as a dancer at the Rambert School and was one of the students of the Expressionist and Integrated dance pedagogue Hilde Holger.
[5][6] Jennings's first novel, Breach Candy (1993), follows a recently retired ballerina and an intelligent-but-wounded television director researching a Channel 4 documentary in Mumbai.
"[10] Blood Knots: Of Fathers, Friendship and Fishing—a 2010 memoir about fishing, and about "childhood innocence, paternal love, and his friendship with the charismatic, enigmatic" man who was later killed by the IRA while working as an intelligence officer in Ireland[11]—was shortlisted for the 2010 BBC Samuel Johnson Prize[12] and for the William Hill prize.
[8] With his daughter, Jennings co-wrote the Stars youth fiction series (circa 2013), about teenagers at a performing arts school.
[8] Jennings's 2017 book Codename Villanelle, a compilation of four serial Kindle edition novellas published between 2014 and 2016,[14][15][16][17] was the basis for BBC America's Killing Eve television series.