Jennings was born in Grenada, Mississippi and attended Calhoun City High School. During his time there, he lettered in football, baseball, and track and field. As a football player, he played safety and wide receiver. During his junior year, he made 70 tackles and eight interceptions, which earned him second-team all-state honors. As a senior, he earned first-team all-state honors after turning in 70 tackles, five interceptions and 15 defended passes. He ranked fifth in his graduating class in academics, and also received the United States National Minority Leadership Award.
