When her mother passed away, Jenny assumed the role as hostess of Dodge City's bustling whorehouse. "The Alhambra," and became renowned for her stunning beauty and caustic wit. Jenny is equal parts charm and attitude, but she also knows how to use a shotgun when necessary.
When Colton arrives in the city, he heads for Alhambra looking for her. Cole shows her the token and introduces himself so she invites him upstairs where they can talk. However, Rude is upset with her decision and suddenly grabs her and heads upstairs while Red Hand Gang cover him. Colton eventually manages to eliminate members of the Gang in Alhambra including Rude and saves Jenny.
Jenny shows Cole a chest full of Ned's personal items which Sadie tended carefully for Ned. Colton takes Ned's old revolver, Schofield from the chest. Suddenly, Crude, brother of late Rude and the rest of the Gang launch attach on Alhambra with intention to burn it to the ground. Colton saves Alhambra, killing Crude.
After, Jenny gives Colton valuable information on Reed, including his name and she also says that he was searching for Sadie and that he comes from the Empire City. She mentions that she accepted an invite from Empire's Major, Hoodoo Brown and that she will work in the sporting house as a replacement for Sadie. Colton agrees to accompany her to the Empire City in order to find Reed and avenge his father.
While traveling to the Empire City, their coach is ambushed by Apaches but thanks to Colton they both arrive to their destination unharmed. Jenny introduces major of the town, Hoodoo Brown to Colton who agrees to help them in finding Reed.
Colton figures out that Hoodoo might not be his ally when his men kill unarmed family in cold blood. He rushes to Hoodoo's casino and confronts him. However, he hears Jenny screaming upstairs and Hoodoo confirms that Reed is up with her. Colton runs up and tries to save her but he is too late - Reed slits her throat with a razor blade. She gasps "Help" before collapsing on the floor.
Later in the game, Colton avenges her death saying: "This is for Jenny" to Reed moments before killing him.