Jenkinson has received some stick from the Arsenal fans and struggled particularly against Manchester United in the 8-2 defeat at Old Trafford, eventually being sent off for a foul on Javier Hernandez.
Wenger, however, is confident he will bounce back.
The Frenchman said: "What happened to him is that he had good and less good games, especially the Man United game. But he had a good game at Udinese four days before. He has top qualities.
"His fitness is outstanding, he's quick, he has good crosses, he is good going forward. He needs to adjust a little bit his defensive game. But we are working with him and he is improving."