Burnley defender Daniel Lafferty has agreed to extend his loan spell at Rotherham until the end of the season.
Borussia Dortmund defender Mats Hummels has denied making any promise to join Manchester United.
Jenkins was talking after reports claimed that the club's senior players held talks with him about worries they had with Laudrup's training methods.
The Swans chief admits that issues between Laudrup and the players are to be expected following Brendan Rodgers's departure to Liverpool in the summer.
"As with any change in manager, particularly at a club who have been successful, it will take time to settle down," Jenkins told the Daily Mail.
"Everyone has a different approach and this is a normal issue for us after Brendan Rodgers went to Liverpool.
"Michael knew the philosophy of the club when he came here and that won't change whether he is the manager or not. They all agree to manage the club a certain way."
Laudrup time in charge at Swansea began in spectacular fashion with convincing wins over Queens Park Rangers and West Ham United in their opening two games - but since then their form has dipped and they have not won a league game since late August.