Jenkinson started in both games in the absence of Hector Bellerin, who will be out till mid-December with an ankle problem.
"It is something we have got to be aware of because it has happened a couple of times lately," Jenkinson said.
"At Manchester United we especially didn't start at our best and (against PSG) similarly."
Arsenal held United 1-1, thanks to a powerful header from substitute Olivier Giroud after Juan Mata had put the hosts ahead.
On Wednesday, striker Edinson Cavani had put visitors PSG into the lead early in the 18th minute before Giroud converted from the spot right before half time to draw even.
The game ended 2-2 following own goals from Marco Verratti and Alex Iwobi.
"It makes a big difference, not just at this (Europe) level but in the Premier League as well. You look at the stats and whoever scores the first goal, they generally go on to win the game," the 24-year-old said.
"We have let that drop a bit lately and if we get the goal first, nine times out of 10 we win and we need to get back to doing that."
Arsenal, who are fourth in the league with 25 points, three behind leaders Chelsea, host 10th-placed Bournemouth on Sunday in their next league game.
(Reporting by Debanjan Bose in Bengaluru; editing by Sudipto Ganguly)
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