After beating France 19-10, Wales have two wins and a draw as they travel to face unbeaten England at Twickenham in round four.
But the style of their fifth consecutive win over the French has been criticised in some quarters.
"It's a bit baffling, but it is Wales isn't it, it [the reaction] does happen doesn't it?" said Jenkins.
"I'm not going to lie, it was a funny feeling after the game - but we've just won a test match and we've beaten France, five times on the bounce.
"The most important thing for us to keep doing what we're doing, keep trying to improve, keep winning if we can- that's the be-all and end-all isn't it?"
The victory over France was Wales' seventh consecutive Six Nations match without defeat.
Kicking coach Jenkins, Wales' record points scorer, was a member of a Wales team that endured a 51-0 hammering against France in 1998.
And between 1982 and 1993 France won 12 consecutive internationals against Wales.
But even captain Sam Warburton admitted that Friday's win was a not the most exciting.
"I remember thinking on the pitch 'the fans are going to start a Mexican wave in a minute - it's pretty boring'," he said.
The flanker believes the best is still to come from his side, who face unbeaten England at Twickenham on 12 March.
Ospreys scrum-half Rhys Webb, who was first-choice in the 2015 Six Nations, could be called up for training next week.
Webb missed the World Cup and the start of the current campaign with a foot injury.
His replacement for Wales, Scarlet Gareth Davies has scored six international tries this season.
Webb scored a try in his first start for Ospreys this season in Connacht and is set for another appearance away to Leinster on Saturday.
"Rhys is a quality player, ideally (he'll get) some more game-time this week and I think they'll re-assess from there. If he can get up and running, he's surely going to be there or thereabouts for us," Jenkins told BBC Wales Sport.
"I'm not saying (he could be in the squad) against England, but he could well come into the equation in terms of the wider squad."
Wales do not yet know whether lock Luke Charteris will recover from a knee injury in time to play for Racing 92 against Agen on Saturday, or to be back in contention for the England game.
Meanwhile, Jenkins has defended Wales's achievements in the Six Nations, as they head to Twickenham still unbeaten.
Neil Jenkins says he is baffled by some of the criticism of his team's style in the Six Nations.