Instead, he chose the Red Sox, where, at least in the first year of his two-year, $12 million contract, he will set up for a four-time All-Star in Jonathan Papelbon.
What led Jenks to give up the thrill of being the man in the ninth inning?
"I was just excited to get the opportunity to come here," Jenks said. "Obviously it's a team that should be very appetizing. I've always wanted to play in Boston. A few years back ... me and [Josh Beckett] were hanging out, and I told him that this was a place I always wanted to be. Once the opportunity was available, I jumped on it."
But he won't jump into any type of closing controversy. Papelbon is entering his final season of free agency. Despite having a downturn in 2010, general manager Theo Epstein already made it clear to him that the addition of Jenks was made for the purpose of deepening the bullpen, not to redefine his role.
"We kept Pap's agents up to speed the whole time as a courtesy, both earlier in the offseason and the last couple of weeks as we filled out our bullpen," said Epstein. "Then I left Pap a voicemail after we signed Jenks to let him know that we still see him as our closer and we've got two power setup guys to get him the ball in the ninth inning."
It was a bonus for the Red Sox that Jenks was willing to come on board, even without the immediate closing vacancy that most free agents of his caliber seek.
"We feel really lucky that Bobby wanted to pitch here and we were able to get someone of his caliber to join our bullpen and help Daniel Bard set up for Pap," Epstein said. "It's not every day you can bring in someone of this caliber without a closer opening. We feel lucky that it happened.
While Jenks could certainly slide back into the closer's role should Papelbon go elsewhere in a year, he didn't seem at all fazed about being used in a setup capacity.
"It's all mental," Jenks said. "I've just got to go out there and stay more focused and just approach it the same."
The Red Sox will be fortunate to have a setup man with the killer instinct of a closer.
"Bobby's someone who's got great stuff, but we see him as more than just a thrower. He really knows how to pitch as well, go right at guys, and throw strikes," Epstein said. "He brings the kind of fearlessness to the mound that we look for in a market like Boston."
Papelbon-Jenks-Bard could become one of the most formidable 1-2-3 late-inning combos in the American League in 2011. Much like Papelbon, Jenks will try to bounce back from a subpar 2010 season.
There were some health issues late in the season that Jenks says he is completely over, and he also feels that 2010 was a bit of an unlucky year for him. Jenks pitched in 55 games, converting 27 of 31 save opportunities, but posting a 4.44 ERA, the highest of his career.
"It was just a bad year," Jenks said. "Things didn't fall into place. It seemed like every broken bat hit just fell into the right spot and that's how I felt about last year. Just really frustrating. Really, the ball just didn't go my way sometimes."
Jenks helped the White Sox to the World Series championship in his rookie season of 2005, becoming the team's full-time closer in that postseason and converting four of five save opportunities.
Jenks, 29, has made 329 appearances in the Majors, posting a 3.40 ERA and notching 334 strikeouts over 341 2/3 innings. He posted a career-high 41 saves in 2006 and came back with 40 more the following year.
It has been a December of significant activity for Epstein, who added All-Star bats Adrian Gonzalez and Carl Crawford before bringing in Jenks.
"There's just a lot of winning tradition [in Boston]," Jenks said. "Even before the whole curse thing [ended], Boston was one of those teams you grew up liking. It was one of my favorite teams growing up. Obviously if you have the chance, who wouldn't to jump on it?"
The White Sox non-tendered Jenks earlier this month, making him a free agent the Red Sox pounced on.