A fortnight ago the R's looked destined for relegation, but successive victories over Southampton and Sunderland have brought Harry Redknapp's team to within four points of safety with nine matches left to play.
Speaking with the 3-1 win over Sunderland in mind, Jenas has praised the "spirit" that the team displayed at Loftus Road.
"It says a lot about the spirit within the team to come back like that in such a big game," Jenas told the club's official website. "We were all in good spirits in the dressing room afterwards, as you can imagine.
"Everyone says each game is a cup final now, and we're stepping up. We need to keep doing that."
Next up for QPR is a trip to Aston Villa on Saturday afternoon.