The 46-year-old game show contestant recalled one of his final conversations with Trebek during Tuesday's episode of Good Morning America.
Jennings, a Jeopardy! contestant who holds the record for the longest winning streak on the show, was named the show's first interim host in November following Trebek's death. His first episode as host will air Jan. 11.
On GMA, Jennings said he spoke to Trebek on the phone the weekend of his death.
"He was frail but he was still very much Alex," Jennings said. "I remember him just being very confident in me to be a guest host if he ever needed that. We we were hoping we'd have him with us for longer."
"I was reminded of the thing he always emphasized about the show, which was he is not the star of the show. The host is not the star of Jeopardy!, he always made it about the players and about the competition," he added. "It's just hard to imagine that in the TV landscape today, a star of his size saying, 'Hey, the game is not about you.' But that was great advice."
Jennings, a producer on Jeopardy! since 2019, said it was "nerve wracking" to be asked to serve as interim host.
"You can't fill shoes like Alex Trebek's. He was just a legend," Jennings said. "I'm like everybody else -- when I hear that music, I don't want to see an interim host. In a perfect world, I want to see Alex Trebek."
"It was a little bit nerve wracking being asked to do that. It was an honor, but a stressful one," he added.
Jennings apologized last week for "unartful and insensitive" past tweets ahead of his debut as guest host.
Trebek's final five episodes began airing Monday.