Jenny attended The Actor's Workshop in London, and trained in the Stanislavski System.
While attending the Actor's Workshop, Jenny was approached by fellow student (and future agent) Tom Busby, who was working as a runner for an American film production that was seeking fledgling English actresses to play opposite John Cassavetes in Husbands, the part of Mary Tynan became her first important film role.
Jenny then joined the original London cast of Oh! Calcutta!. She left the cast after a year and starred in such films as Pier Paolo Pasolini's The Canterbury Tales, John Huston's The Mackintosh Man, Robert Fuest's The Final Programme, Michelangelo Antonioni's The Passenger, Nick Roeg's The Witches, and Derek Jarman's Jubilee (in which she starred as Elizabeth I and "Bod"). She was active in the theatre as well as on British television, including playing Brenda Champion in the noted series Brideshead Revisited.
Jenny focused on higher education in the 1990s. She has a Master's in Fine Art Practice from Central Saint Martin's College of Art and Design. She is currently a lecturer in residence in Art, and has worked in installation art and experimental filmmaking.
In 2007 Jenny directed Gareth Parker and Andrew Swann's Frozen, which was nominated for Best Direction, Best Writing and Best Overall Production in the LOST Theatre Festival. In 2008 Jenny made her Edinburgh Fringe directing debut with Gullibility Factor by Peter Yates.
More recently she appeared in John Maybury's The Edge of Love released Summer 2008.