In September 1684, officers stormed the house where Jenkyn was preaching. All the other ministers escaped, including John Flavel and Edward Reynolds. However, Jenkyn did not escape because he was busy helping a lady out of the house. At age seventy-one, Jenkyn was imprisoned at Newgate under severe restrictions. He was forbidden to pray with any visitors, even his own daughter, and was not allowed to leave prison even to baptize his own grandchild. He lamented, "A man might be as effectively murdered in Newgate as at Tyburn."
Jenkyn's health rapidly deteriorated in prison. The royal court showed no mercy. "Jenkyn shall be a prisoner as long as he lives," was the response to the petition sent to the court for his release.
Four months after his imprisonment, Charles playfully asked his musicians to play Jenkyn's Farewell one evening at Whitehall Palace. "Please, your majesty," said a nobleman in waiting, "Jenkyn has got his liberty." Surprised, the king responded, "Aye, and who gave it to him?" The man replied, "A greater than your Majesty, the King of kings--Jenkyn is dead." The date was January 19, 1685.