And he thinks the 18-year-old should be given more time to prove himself at the Emirates.
Jennings, now the Premier League's Youth Development Manager, said: "I was so pleased for him after his performance on Tuesday.
"He looked comfortable up front in a system as fluid as Arsenal's. Theo knows he's going to have to work hard to establish himself in the side."
But he added: "Theo should be eased back into international football gently and needs to be given the opportunity to continue his development at his own pace."