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Jennings was a founding member of the Mass-Observation with close links to Charles Madge. They were both members of the Blackheath group, a collective of like-minded artists based in London.
An early achievement of Jennings was to help organise a major Surrealist exhibition in London in 1936. His interest in this art movement influenced his later work immensely as well as informing the work of the survey team in Bolton.
After leaving the Mass-Observation he went on to become a highly influential documentary film maker and during the Second World War made a series of patriotic films about the British at war. Jennings talents extended to poetry, art, broadcasting and he was also a translator and historian.
The film maker Richard Attenborough said of Jennings war time documentaries: "if you want to know what Britain was like in the 1940s, what we put up with and what our motivations were, go and see one of his films".