Nick Mallett's side fell to a narrow defeat to Ireland as Ronan O'Gara broke Italian hearts with a late drop goal to seal a 13-11 win in Rome.
And a week later Chris Ashton tore Italy to shreds as he scored four of England's eight tries in a 59-13 thrashing.
But Jenkins insisted Wales will have to take Italy seriously if they want to avoid a third Six Nations defeat in the Italian capital.
"Anyone who gets smashed in sport normally comes back a week or whatever it is in the next game and Italy at home will be right up for us on Saturday," said the former British and Irish Lion.
"So I'm not too sure if there's a good time to play Italy, but we can't change what's happened two weeks ago.
"They comfortably lost against England and we've got to focus on our own game and focus on what we're about on Saturday and put our game and our stamp on them."
Jenkins said Wales would look to build on an excellent opening quarter against Scotland in which they took a 16-point lead.
Confidence was down in the Welsh camp following a run of eight games without a win before the game at Murrayfield but an early Shane Williams try put all that behind them.
"We'd like to carry on from the first 20 or 25 minutes when we played exceptional rugby," said Jenkins.
"We kept the scoreboard ticking over, we got 16-0 up and that's what we want, basically. You can't ask any more of your team."