On the outbreak of the War of the Spanish Succession, Jennings commanded HMS "Kent" (of 70 guns) under Admiral Rooke at Cadiz and Vigo in 1702, where he played a part in the destruction of the Franco-Spanish fleet. He took part in the capture of Gibraltar, and was captain of the 96-gun HMS "St George" at the Battle of Málaga in 1704. He was knighted for his exploits by Queen Anne on 9 September 1704, and having been promoted to rear admiral in 1705, became Commander-in-Chief of the Jamaica Station in 1706. He was promoted to vice admiral in 1708 and admiral in 1709. His attack on Tenerife in 1706 was unsuccessful. He commanded the fleet off Lisbon from 1708 to 1710, and was later Commander-in-Chief of the Mediterranean Fleet.