The Gunners had conceded 10 goals at this stage last season but are the only team in the top four divisions of England who have yet to concede a goal this time around.
The North London outfit have kept clean sheets against Sunderland, Stoke City and Liverpool, and Jenkinson believes that Steve Bould combined with their team ethos is the reason for this accolade.
"Steve [Bould] has come in and he's been there and done it. He's always there giving us advice and tips, and we've had a long pre-season to work together and get our shape right," said Jenkinson.
"A lot of credit goes to the midfield too. If you look at our midfield today, the midfield three, and the wingers, they were outstanding in their defensive duties.
"It wasn't just a back five, the whole team defended brilliantly and I think that's what's making the difference at the moment."
Arsenal currently sit eighth in the Premier League table.