Jenkinson trained with the England squad last week, though is eligible for Finland.
"I think it's a bit early, but I am sure he will be there," said Wenger.
"He has developed extremely well. In his head, I like the way he sees things - first to establish yourself completely as a player in your club. Once you're completely established, go for internationals.
"But you cannot always decide that when you're a young player. Everybody who is 20 would love to be called by England."