Born in Düsseldorf, Jentzsch began his professional career at KFC Uerdingen (then named Bayer), moving in July 1995 to Karlsruher SC.

In July 2000, Jentzsch joined TSV 1860 Munich, helping the Bavarians to three consecutive mid-table positions upon which he signed with fellow Bundesliga side VfL Wolfsburg.

In his first years he was an important part in the team's consolidation in the top flight, but lost his status midway through 2007–08 to Swiss Diego Benaglio, still appearing in 15 matches to help the Wolves to a final qualification to the UEFA Cup.

On 31 March 2009, Jentzsch's contract with Wolfsburg was terminated and, on 9 June, he signed a one-year deal with FC Augsburg in the second level.

[1] Aged 35–36, Jentzsch was again the starter in the 2011–12 season, helping Augsburg finally avoid relegation while posting the joint-ninth best defensive record with 49 goals against.