Jennings, who came on in relief in the seventh inning, retired two batters before he was struck by a liner off the bat of Jordy Mercer. He momentarily stumbled before going to his knees after the play.
Manager Mike Redmond said Jennings' eyes were open and he was responding to questions from the medical staff on the mound. Redmond said he didn't have a report on Jennings' condition after the Marlins lost to Pittsburgh 7-2.
Jennings stood up to get in the cart. He put a hand up to acknowledge the crowd as he was driven away.
The Associated Press contributed to this report.