Speaking to the media immediately after the season decider, the Ireland openside made his frustrations known as he struggled to come to terms with the 17-12 loss at the RDS.
"It's a lousy way to finish and it doesn't feel good," said Jennings, who left the field injured with 13 minutes left on the clock in the Irish capital.
"It feels pretty bad - it feels terrible now. After doing so well in the league campaign, doing well for the year and having nothing to show for it.
"We didn't play well. If they'd played a bit and beat us that can be sometimes easier to accept but it's a tough one because we didn't do ourselves justice. But that's credit to them.
"We certainly don't have any excuses - we were beaten on the day. They deserved their win and we didn't perform well enough."
When asked to give his thoughts on why that was the case, Jennings dismissed any notion of poor preparation or big-match nerves, instead suggesting that inconsistency, a failure to dominate the breakdown and an accumulation of mistakes led to Leinster's first home defeat in more than a year-and-a-half.
"They're good at the breakdown and I think that's where the game was won," added Jennings.
"If you're not going to get quick ball…you're not going to score tries. We got penalties and a few points but we didn't deserve to win. We didn't get quick ball enough times to get the ball into the backs' hands.
"We weren't in control of the game. When we got a few phases together, we were getting penalties. When they got penalized, we got points and when we got quick ball, we got good field position, but we didn't do that enough times.
"We didn't hold on to the ball; we didn't respect the ball as we should have. And you can't do that, especially against the Ospreys because they're too good.
"I knocked on a ball, other lads knocked on ball - I don't know what it was. Some of the backs going into contact were sloppy at times - just stuff that we're usually pretty good at.
"Sometimes we were good at it and, when we were, we got some phases and some go forward but other times we weren't. You can't be that inconsistent. When you're inconsistent against a good team, you're not going to get sustained pressure. That's what we needed to do and we didn't do it."