Jennings allowed two runs and eight hits with three strikeouts for the win. He also contributed a double and single while scoring a run and driving in another.
Juan Uribe homered and drove in two runs and Jose Ortiz had two doubles and two RBI for Colorado.
Kent Mercker, Todd Jones and Jose Jimenez each pitched a scoreless inning of relief, with Jimenez picking up his second spring save.
Eric Chavez had three hits and scored twice and Greg Myers added two hits for the Athletics.
Loser Barry Zito was tagged for five runs and seven hits over six innings, walking one and striking out three.
Pregnant Mila Kunis wins 'Best Villain' at MTV Movie Awards
Pistorius testifies he didn't consciously pull trigger when he shot girlfriend