After being defeated 9-6 by Scotland, the Wallabies hit back against the Six Nations champions to register a 27-19 win at Suncorp Stadium on Saturday.
A midweek clash with Super Rugby outfit Brumbies is next, before the national sides meet again in Melbourne.
A third Test, in Sydney, also awaits and Jenkins knows just how much work Wales - and stand-in coach Rob Howley - will have to do to reverse the momentum.
"We have to stay tight this week, put in some good training and hit back in Melbourne," said Wales' most capped player after winning his 88th cap.
"You saw how skilful their players are and we simply can't afford to give them any chances," added Jenkins.
"They are a very good attacking team and we need to be stronger around the contact area and put more pressure on them at the breakdown. We got our second wind as we got used to the intensity and we have got a chance to build on this.
"The game showed how well you have to play in the Southern Hemisphere where they play at that intensity every week and we have to match that."
Jenkins feels Wales allowed Australia to dictate the pace of the game too much and called on his team-mates to re-connect with the drive that took them to Grand Slam earlier this year.
"We won't win if we play like that again. It was a fast game, and it suited them, but we went away from our strengths," he said.
"We have to play a little bit more sensibly. We slackened off from our high standards in the Six Nations and we have to pick up the intensity of our game.
"The second Test is a massive game for us, but it isn't all over in this series just yet."
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