The veteran was reportedly in the running to be the next boss at St James's Park (The Chronicle) as the 54-year-old's future hangs in the balance, although Redknapp recently revealed that he had not been approached for the role.
Jenas has worked under the troubled Magpies boss for both England and QPR, when McClaren was Redknapp's assistant at Loftus Road.
And the 33-year-old unequivocally states that replacing him with Redknapp - whom he also played under at Tottenham - would be a mistake.
"Harry was one of those managers, like Sven, who kept his distance - sometimes too much of a distance to be honest," he wrote in his column for Yahoo Sports.
"But Steve came in and knitted everything together, and he refreshed everybody - the players, the other coaches and the manager.
"He implemented new ideas and styles of play and tactics and got us more organised. We went from being a group of players who were pretty much winging it in the Championship, based on the fact we had a wealth of Premier League experience, to a team with a definable style of play. And it was down to Steve."
If anyone replaces McClaren, they will need to bring an immediate influence to steer Newcastle away from danger.
At the moment, the Magpies sit 19th in the Premier League table, one point behind 17th-placed Sunderland. With the way they are playing, though, it remains hard to see them escaping.
They lost 3-1 at home to Bournemouth on Saturday for the latest negative in a season littered with them, and it remains to be seen how they respond.