The 38-year-old Ukrainian, who holds the IBF, IBO, WBA and WBO crowns, will try to retain all four belts in Madison Square Garden in his first fight on American soil in seven years.
"I have a lot of respect for Bryant Jennings and his performances," Klitschko said in a statement on Tuesday.
"He moves very well and is very skilled. I know it will be a tough challenge but I am especially happy to be fighting in New York again."
Klitschko, who has 63 wins and three losses, last fought in November, knocking out challenger Kubrat Pulev.
The 30-year-old Jennings has won all 19 of his fights, 10 with a knockout.
"I am hungry for success and will bring the heavyweight title back to the United States," he said. "I know how to beat Klitschko and I will show it to the world in April."
Klitschko was last beaten by Lamon Brewster in 2004.
(Reporting by Karolos Grohmann, editing by Tony Jimenez)
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