Psycho Jenny first appears in her normal form were she sends Amon's Conciousness into Akira Fudo's body. Later in the Super Deformed world, Jenny was watchinng over Ryo, although he only realized late on. Ryo comments that out of everyone Jenny was the least deformed. He leaves Sirene punishment for disobeying him up to Jenny to decide. Before she leaves to do so, she asks why he didn't turn into his Satan form, whilst accidentally admitting she fancied him.
Later it is revealed she accidentally placed Amon's soul into Kaim, much to Ryo's amusment. He tells Jenny to make sure that they're happy together.
Later at the end, Jenny teleports Miki Makimura to the world of Violence Jack and she demands to know were Ryo/Satan was, whilst Miki wanted to find Akira who had just left seconds before.