Jennings (2-6), who entered Thursday's game with a 7.05 ERA, yielded one run on seven hits in seven innings as the Rockies snapped a three-game losing streak with a 5-2 win over the Chicago Cubs.
The right-hander walked two and struck out two.
"Today is real big," Jennings said. "The key was I wasn't overdoing it, I wasn't pressing too hard to make a great pitch. I kind of lost it in my last three starts."
Jennings signed a two-year deal worth $7 million during the offseason. But he was hit hard in his previous five starts, going 0-4 and allowing 29 runs in 26 2-3 innings.
"I was so frustrated," he said. "Mentally, I needed to regroup and have fun. I tried to be aggressive early in the count, tried to keep it down in the zone, just keep it simple"
Fill-in Colorado manager Jamie Quirk said he talked to Jennings after an 8-3 loss at Pittsburgh last Saturday to try to straighten him out.
"He had lost his confidence as a professional," Quirk said. "We assured him that we were confident in him and that the organization was behind him."
After Neifi Perez and Todd Walker led off the Rockies' eighth with a single and a walk, Jay Witasick relieved Jennings and retired Derrek Lee, Jeromy Burnitz and Aramis Ramirez -- the Cubs Nos. 3, 4 and 5 hitters -- to end the threat.
"It's just a matter of hitting a hole or where they can't catch it," Wilson said. "It feels good to come into the locker room after a win."
Desi Relaford, filling in at second base for the injured Aaron Miles, went 2-for-4 with a double and an RBI. Clint Barmes also singled in a run as the Rockies posted just their fourth road win in 24 games away from home.
Chicago starter Carlos Zambrano (3-3) pitched seven innings, allowing three runs on five hits. He struck out five and walked three. Cliff Bartosh gave up Wilson's homer in the eighth that gave the Rockies a 4-1 lead. Greene homered in the ninth off Joe Borowski.
Todd Walker's single in the third scored Michael Barrett, who had doubled, to get the Cubs even at 1-1. But that and a run-scoring wild pitch from Brian Fuentes in the ninth was the only offensive the Cubs produced.
"We're all frustrated, everyone from the top to the bottom," Cubs manager Dusty Baker said. "We got a number of hits and no runs. We had chances to get back in the game or get the lead."
Zambrano retired eight of the first nine hitters he faced before giving up a two-out run in the third. Barmes walked and scored from first on Relaford's double.
Colorado took a 3-1 lead in the fifth on RBI singles by Barmes and Wilson.
- The Rockies placed Miles on the 15-day disabled list, with a strain in his ribcage, and recalled INF Eddy Garabito from Triple-A Colorado Springs. Garabito arrived in time for Thursday's game, but didn't play.
- Quirk, the bench coach, served as the manager again in place of Clint Hurdle, who is expected to rejoin the team on Friday after missing six games. Hurdle's 2-year-old daughter, who was hospitalized due to seizures, was released Wednesday.
- Barmes slightly twisted his right ankle sliding into second base in the ninth inning, but finished the game.
- Baker shuffled his lineup in search of offense. Perez led off for the first time this season, with Walker in the second spot. In 44 previous games, Jerry Hairston led off 26 times and Corey Patterson 18 times. Perez went 1-for-5.