Holzhauer, a 34-year-old professional sports better who lives in Las Vegas and is originally from Naperville, is on a roll.
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But what does Jennings think of Holzhauer as he nips at the heels of his record? He sat down with his first live interview with Good Morning America Tuesday.
"I'm really excited. For 15 years I thought someone was gonna make a run at this record," Jennings said. "I was there, I saw it happen. I know it was possible. What I didn't expect is that someone could make a run at the cash record in, like, a third of the time. It's really just astounding what he's doing."
Jennings admitted there was one thing about Holzhauer's run that's bugging him.
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"You know what bothers me, is when I hear 'Jeopardy James,'" he said. "I'm like, no, no, no, no, I'm that guy. You can't put Jeopardy in front of his name! I used to be the Jeopardy guy!"
And what about facing off against Holzhauer?
"You know, the thing is it's been 15 years for me," he said. "You know, we'll never know how Babe Ruth and Hank Aaron would have played at the same time because they were decades apart. Can I have my 2004 brain back if I play this guy? But I think I could hold my own against him, even today, but I would need some breaks."