Prop Jenkins went off just before half-time during Cardiff Blues' Heineken Cup victory over Racing Metro.
"It is very early to say," coach Gareth Baber said after the match.
"Over the next 24 to 48 hours we will get more information. I think he has tweaked a ligament in his knee."
Priestland, tipped to be Wales's first choice number 10 for the tournament after an impressive display at last year's World Cup, suffered a knee injury during the Scarlets' 16-13 win at Castres.
"We will have to wait and see. Hopefully, it is not too serious," Scarlets head coach Nigel Davies commented.
Lydiate, meanwhile, lasted just 16 minutes of Newport-Gwent Dragons' Amlin Challenge Cup victory over Cavalieri Prato before coming off with an ankle problem.
"I am told the injury is to the back of the ankle, but that is as much as I know at this moment in time," Dragons team manager Robert Beale said.
"I would rather wait until we get the expert medical advice."
Wales kick off their Six Nations campaign against Ireland in Dublin on Sunday, February 5.