Jennings is renowned for playing royals. He has portrayed King George III in Liberty! The American Revolution (1997), Prince Charles in The Queen (2006), King Leopold I of Belgium (whose wife Princess Charlotte of Wales died before she could become Queen of the United Kingdom) in Victoria (2016), and David, Duke of Windsor (the former King Edward VIII) in The Crown (2016).
He was awarded the 2003 Laurence Olivier Theatre Award for Best Actor in a Musical of 2002 for his performance in "My Fair Lady" at the Drury Lane
Theatre in London.
He was awarded the Laurence Olivier Theatre Award in 1989 (1988 season)
for Best Comedy Performance as well as the 1988 London Critics Circle Theatre Award (Drama Theatre Award) for Best Actor for "Too Clever By Half".
Studied English and Theatre Studies at Warwick University (1975-8) before training at the Bristol Old Vic Theatre School.
Appeared in two films that were nominated for Best Picture Oscar in the same year: The Queen (2006) and Babel (2006).