The Spaniard looks set to take the reigns at Wigan after being given permission to speak to the Latics.
"Sometimes in football you can't be bitter, you have to take it on the chin and these things are going to happen every now and again," Jenkins told Sky Sports News.
"We are disappointed but we have to look ahead and make the right appointment so we can push forward."
Falkirk manager John Hughes and Coventry boss Chris Coleman have been strongly linked with the Swansea job and Jenkins is hoping to make progress in the search for a new manager in the next week.
"I hope to be a lot clearer next week and maybe we can get to some position next week that will be very close," added Jenkins. "I hope that's the case and we'll be working day and night working to make sure we can bring that decision forward as quickly as we can."
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get into the prem and beat wigan dream on you might as well win the lottery jackpot 3 weeks running about same odds as what you are saying
lets just hope thwy get a better manager then i am not a swansea fan but i like to follow how they get on seing as i moved near there recently, i do sometimes wander why people sign contracts nowadays though i hope they got decent compensation ...all i can say is good luck martinez and good luck swansea lets see u do better next season and get into prem and beat wigan lol
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