The two players were added to the roster Monday as injury replacements, Pro Bowl officials said.
The Pro Bowl will be played Sunday at Sun Life Stadium in Miami.
Romo goes on the roster in place of Favre, who injured an ankle in Minnesota's 31-28 overtime loss to New Orleans Sunday in the conference championship game.
The two quarterbacks led their teams in a Jan. 17 divisional playoff game won by the Vikings 34-3.
Jenkins fills in for Winfield, who said a foot injury will keep him out of the NFL's all-star game.
Romo will be making his third Pro Bowl appearance, Jenkins his first.