Saturday evening (October 26) saw the opening live episode of the new series, which sees familiar faces from the worlds of music, film, sport, television and social media competing to win a life-changing recording contract.
Jenny was one of 13 acts singing, Conchita Wurst's Eurovision winning song Rise Like A Phoenix.
The performance got glowing reviews from the judges and saw Jenny get Nicole Scherzinger's safe seat, seeing her straight through to the next live show.
But Jenny was forced to hit back at accusations she had mimed her song.
She responded to one claim on Twitter: "I was not miming. The performance was live.
"I refer you to the hundreds of people in the studio who can attest."
Jenny added: "Perhaps check the sound settings on your television set if they are not in sync with visuals."
The quiz expert also found herself bizarrely having to defend her 'painful facial expressions'.
She wrote: "It's impossible to sing a song that big, to technically place all the syllables and notes so that you sound clear AND to express the powerful lyrics (esp. when they mean something to you) without 'pulling faces'."
Jenny went on to thank those who had been encouraging of her performance, writing: "Just waking up to the wave of love and supportive comments after last night's #XFactorCelebrity - thank you all.
"A massive relief that this crazy learning curve gets to continue for another week..."
While Jenny is through to next weekend, two other acts were sent home in Saturday's show.
It was Chat show host Ricki Lake and American actress Olivia Olson who left The Celebrity X Factor in a double elimination.
The X Factor: Celebrity series continues Saturday nights on ITV.
The next round of live performances airs next weekend on November 2 from 8:30PM.