Born in Los Angeles, she first worked as an auto mechanic. Jenny was a little-known fashion model prior to being selected to appear in a Madonna video. She was discovered in 1993 at age 25 while sitting on a motorcycle outside of a nightclub with her then-current girlfriend.

Jenny has modeled for many fashion designers, including Jean Paul Gaulthier, Calvin Klein, Anna Sui, and Versace, as well as having appeared in ads, fashion magazines, and music videos.

For a time, Shimizu has had a relationship with Angelina Jolie.