Jennings's early novels include Breachers (1993), Atlantic (1995), and Blood Knot (1998), works distinguished by their atmospheric prose and psychological depth. His breakthrough came with Codename Villanelle (2017), originally published as a series of e-book novellas. The book introduces Villanelle, a glamorous, psychopathic Russian assassin, and Eve Polastri, the British intelligence officer obsessed with catching her. The story's success led to sequels, Villanelle: No Tomorrow (2018) and Villanelle: Die for Me (2019).
The television adaptation, Killing Eve (2018–2022), starring Sandra Oh and Jodie Comer, became a global phenomenon, winning numerous BAFTA and Emmy Awards. Jennings continues to write both fiction and journalism from his home in London.