The Swansea City Chairman saw his side destroy Sheffield United 4-0 at the weekend just a matter of a short time after learning that Champions QPR were not to lose any points over the signing of Alejandro Faurlin.
Mr Jenkins told the Western Mail “We are interested to see how they have come to their decision and we will contact the FA.
“Because we have finished the table in third then we quite rightly, as a club, are the only ones who could look at the point of automatic promotion.
“We would only be doing our jobs properly by getting that information.
“And it will be interesting if we can get a copy of the written evidence or documents and have a look to see what the panel’s thoughts were.
“Until we get some written confirmation of what has gone on, it would be wrong to rule anything out.
“If we can get an explanation of how they came to their decision we can take it from there.
“If there is nothing in it and everything has been looked at and considered is right, then fair enough and that’s it.
“But every club in our position would fight the whole way because how it has worked out is a very strange situation.
“The delays have created more speculation than there should have been and outwardly it looks like nothing has gone on.
“But the build-up does not seem to have fitted the punishment and everyone is wondering what the fuss is about and why it’s taken them such a time to deliberate; and virtually come out of that with nothing. That’s what I find strange.”