From level at 1–1 against Michael van Gerwen in the third round of the 2015 World Championship, Jenkins lost a trio of sets in deciding legs to be defeated 4–1. In the Masters, he advanced to the quarter-finals after beating Phil Taylor 10–7 in his first-round game, but then lost 10–3 to Raymond van Barneveld. Jenkins reached his first European Tour final at the Gibraltar Darts Trophy by eliminating reigning champion James Wade 6–2, but would lose 6–3 to Van Gerwen. He let a 5–2 lead over Mensur Suljović turn into an 11–9 loss in the first round of the World Matchplay. In September, on his 52nd birthday, Jenkins won his first title of the year at the 15th Players Championship by beating Peter Wright 6–4 with an average of 108.02. He qualified for the first World Series of Darts Finals and a pair of 6–5 victories over Chris Dobey and Gary Anderson saw him reach the quarter-finals, where he lost 10–6 to Adrian Lewis.