Rangers have slipped out of the automatic promotion places following a run of five matches without a win and now sit nine points behind second-placed Burnley.
If the Hoops are to secure promotion back to the Premier League at the first attempt it appears they will have to do it the hard way, but Jenas says they are up for the challenge.
"If that's where we end up, we'd definitely relish them - the thought of going to Wembley and going up that way," said the midfielder.
"It's probably the most difficult way to go up - but the most satisfying if you do, at the same time."
Rangers are desperately missing their top scorer Charlie Austin, who faces another six weeks out with a shoulder injury.
So Jenas was delighted to chip in with only his second goal of the season to secure a 1-1 draw at home to Leeds on Saturday.
"Our biggest problem has been scoring goals, not necessarily conceding them," he added.
"Our back four, whoever has come in, have been great. We're going to need our defence to keep shutting that door, whether it's the play-offs or automatic promotion for us.
"We've got to ride this storm and keep churning out performances. We need to work, work and work - the tide will turn."