The former Barcelona and Real Madrid player took over at the Liberty Stadium from Brendan Rodgers in the summer and has endured a mixed start to the season so far.
Jenkins was responding to allegations that the club's senior players held talks with him about worries they had with Laudrup's training methods, but the chairman says that the new boss needs time to settle.
"As with any change in manager, particularly at a club who have been successful, it will take time to settle down," Jenkins told the Daily Mail.
"Everyone has a different approach and this is a normal issue for us after Brendan Rodgers went to Liverpool.
"Michael knew the philosophy of the club when he came here and that won't change whether he is the manager or not. They all agree to manage the club a certain way."
The Swans haven't won a Premier League match since late August.