Mauricio Pochettino's side ended the game as winners thanks to a Christian Eriksen goal, though were made to work for the victory as well as being denied a penalty in the first-half.
Lucas Moura was taken down by Inter's Matteo Politano on to the edge of the area with the scoreline still goalless. Referee Cuneyt Cakir waved play-on despite the Italian being nowhere close to winning the ball in the challenge.
Speaking at half-time on 'BT Sport', Jenas insisted Spurs should have been handed the chance to take the lead from the penalty spot.
He remarked: "I actually thought it was a penalty initially when I saw it. What he was trying to do was to get his body across Lucas Moura.
"But I think when you throw your leg out like that and you don’t win the ball - it goes directly across Lucas Moura, without going to the ball - I lean more towards the penalty.
"In my eyes that is a penalty. We [Jenas and Paul Ince] both said we’ve seen them given and that’s the obvious statement.
"Seeing it again, I definitely think it’s a pen."