Jenkins has started all of the Saints' 13 games this season, recording 96 tackles and returning an interception for a touchdown. Brown has started at right tackle in seven games this season and at tight end in one game.
Henry was signed to the practice squad after the Chicago Bears waived him at the end of preseason. Nelson was an undrafted free agent who has spent the entire season on the practice squad.
The Saints host the Tampa Bay Buccaneers on Sunday.