The point guard was traded to the Detroit Pistons during the off-season, following a four-year spell with the Bucks.
The point guard told reporters: "I was nervous in the beginning because I'm not used to being on the other side. There were a lot of emotions going on.
"The whole time I felt like it was just another game. But once it got closer to game time, my nerves were just going. Once the second half started, I settled down and just played basketball."
Jennings scored 17 points during the 105-98 win for the Pistons.