Jennings went on the 15-day DL on Aug. 27 with a bruised left knee.
"He had a pretty good day [on Friday]," Cash said. "He hit off the machine, so he's feeling good. But as far as a timetable, we're still not there yet."
Cash said Jennings has done some running in the swimming pool, but added, "He's not out there doing sprints yet."
Casali was placed on the 15-day DL on Aug. 26 with a strained left hamstring.
"[Casali is] just going through the regular rehab," Cash said. "Strength process, strengthening up. But he's doing good. He's throwing and doing stuff. Every day is continuing to get better, and that soreness is getting out of there."
McGee hit the 15-day DL on Aug. 20 with a torn meniscus.
"Nothing new on McGee," Cash said. "I'm pretty sure he's been begun playing catch, but it's going to be a little while before he [throws] off the mound."
Speculation has suggested McGee's earliest return date would come during the final week of the regular season if all went well. Cash was asked if the Rays would just shut down McGee for the remainder of the season if the Rays were not still in contention at that point.
"We haven't really discussed that," Cash said. "We plan to be in it. I think we would definitely talk to Jake about it. But there's something to be said about finishing the season healthy and getting out there and [throwing] off the mound."
Bill Chastain is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.