The 20-year-old point guard scored 25 points and the Milwaukee Bucks beat Cleveland 92-85 on Saturday night, with James reduced to a spectator on the bench and limping noticeably when he walked from it.
"Right now, I'm playing for something bigger," Jennings said. "Main thing is get to playoffs, having the city start believing in us and keep going on from there."
Antawn Jamison had 30 points and 11 rebounds, but the Cavs lost their 10th straight dating to 2007 without James in the lineup.
Cleveland's six-game winning streak was snapped and the Cavaliers will have to wait until at least Monday night to become the first team to reach 50 wins this season. The Cavs are 2 1/2 games up on the Lakers for the NBA's best record at 49-15.
Coach Mike Brown insisted his decision to sit James was for rest and had nothing to do with the previous night when the star twisted his right ankle. Brown said his superstar could play, if needed, but that wasn't apparent while watching James. Brown said that James might sit against San Antonio on Monday.
"He's logged a lot of minutes. If you don't include this game, we play one game in a week," Brown said. "For me, this is a great opportunity to rest him and a great opportunity for some other guys to have an opportunity to step up."
While he blew bubbles and joked with teammates on the bench, he was clearly limping as he walked to the bench in the first quarter and again to the locker room at the half.
James, leading the NBA in scoring at 30 points per game, only got off one shot on this night. After he returned from the locker room for the second half, he grabbed a basketball and sent an underhand toss toward the hoop from the elbow.
After the game, James didn't speak to reporters, but was smiling and joking in the locker room, telling teammates that he'd see them on the bus before he left.
In the first game James missed this season, Cleveland couldn't overcome his absence for a team already missing Shaquille O'Neal (right thumb surgery) and Zydrunas Ilgauskas, who can't be re-signed until March 22.
"They'll be people saying it was a great game and they'll be other people saying well, LeBron didn't play, if he would have played, they would have won," said Andrew Bogut, who had 15 points and nine rebounds. "It's a lose-lose situation for us."
Only in perception.
Milwaukee trails Toronto only by percentage points for fifth in the Eastern Conference. The Bucks have won nine of the last 10 and 15 of 19.
Jennings, who said earlier this week maybe he'd stop shooting after several poor performances, hit five 3-pointers and went 6 of 14 from the field.
Jennings said he was disappointed that James sat on the sideline, so he danced for him a little as the Bucks basically cruised from the start of the second half, opening up a 15-point lead and never letting Cleveland within seven.
"Maybe it was the crowd, maybe it was just the whole environment, maybe it was just playing against Cleveland, I had my shot falling," he said. "You're going to play with a lot of swagger when you're playing against the No. 1 team in the Eastern Conference, even though LeBron didn't play tonight, a little disappointed."
Delonte West scored a season-high 27 points for Cleveland, but Milwaukee got contributions from all over, getting 16 points and a career-high 13 rebounds from Carlos Delfino and 10 points and 11 rebounds from Luc Richard Mbah a Moute.
"I felt like guys stepped up to the plate with LeBron being out, and I didn't," said Mo Williams, the former Bucks point guard who went 3 of 17 from the field. "If I was that third piece we could have won this game."
John Salmons added 12 more for the Bucks to continue his streak of double-digit performances in every game since being traded from Chicago at the deadline.
Cleveland didn't seem too worried, though, missing James on this night.
"We know what the overall picture is," Jamison said. "He's a part of that."
It was Milwaukee's fourth sellout this season. ... Jamison scored 15 points in the second quarter. ... Cleveland is 9-12 without James since drafting him No. 1 overall in 2003. ... James wasn't on the bench to start the game, but arrived in a gray jacket and jeans in the first quarter.