Jenkins was born in Philadelphia, Pennsylvania. A stage actor and a performance artist in New York's East Village during the 1980s, she enrolled in the Graduate Filmmaking program at New York University's Tisch School of the Arts in the 1990s. Winner of a Guggenheim Fellowship for filmmaking, Jenkins also attended the Sundance Institute Screenwriting and Filmmakers Lab.

She is best known for her two feature films, Slums of Beverly Hills (1998) and The Savages (2007).