Jenny McShane was born Jennifer Anne Miller. The eldest child of Alvin Miller Jr. and Donna McShane/ Miller. Jenny came to Los Angeles after modeling and acting in Chicago, Illinois. Her father was a Bluegrass fiddle player in addition to being a farmer which inspired her to be an actress while performing in her family band.

Jenny McShane attended the College of St. Thomas in St. Paul, Minnesota majoring in Pre Law before deciding to follow her passion of acting.

She has just finished principal photography on the upcoming feature Furnace (2007) with Ja Rule, Tom Sizemore and Michael Paré.

The feature film Furnace (2007) was shot in the same prison in Nashville where they shot the feature film The Green Mile (1999).