Ryan was fired by the Cowboys at the end of last season due to poor performances from his defense.
However, he was immediately appointed by Sean Payton and has drastically improved the Saints' defense this season as they are ranked ninth in the NFL for fewest yards allowed.
Jenkins told NFL Network: "This is how we know [he's] a changed man. This is his opportunity to make it all about him and how he can get redemption and all this other stuff.
"But he's really focused on us just going out and playing well, getting a win and moving on."
The Saints are 6-2 in their season going into their week 10 clash with the Cowboys.