They face Fenerbahce on Wednesday night in the first leg of their Champions League play-off, and Jenkinson expects an immediate response.
"It could have been a completely different outcome on another day," he told Arsenal Player. "We didn't get the rub of the green and sometimes you don't. That's just how football is.
"We're all incredibly disappointed and it's a game that we should have and we need to be winning. We've got to bounce back because we've got a massive game in midweek.
"We want to be playing in the Champions League. It's the pinnacle of football and it's where this club belongs so we've got to get our heads straight and recover from this result. I'm confident we'll do that because we've got a lot of characters in the dressing room."
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