Sigurdsson chipped in with nine league goals and 13 assists, and Jenkins said the club did not want to sell either him or Spanish striker Fernando Llorente, who scored 15 goals.
"We've not had any firm bids and if we ever get any firm bids then we will deal with them in the proper way," Jenkins told British media.
"Our aim is to try and keep Gylfi and Fernando, keep our better players and to make sure we can add to (the) squad.
"It's hard to suggest what sort of value Gylfi has in today's market, but to us he is priceless and we've got to make sure we do everything in our power to make sure he stays with us."
Jenkins added that striker Bafetimbi Gomis, who spent last season on loan at Olympique de Marseille, is likely to leave the club, with talks ongoing between Swansea and Turkish side Galatasaray.
"Gomis to Galatasaray is possible, we have been talking," Jenkins said. "His intention is to move away from the club and when we can find a solution that suits both parties then we will do that and move forward."
(Reporting by Simon Jennings in Bengaluru; Editing by Peter Rutherford)
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