After an exciting 4-on-4 overtime period that included power plays and plenty of chances for both teams, Jenner roofed a backhand in the second round of the shootout, and Canada's Genevieve Lacasse made a glove save in the third on Hilary Knight to seal it.
Jennifer Wakefield scored twice in regulation for Canada, and Lacasse stopped 33 shots.
Knight and Brianna Decker had goals for the United States, and Molly Schaus made 26 saves.
Canada has won the Four Nations Cup 14 times — including last year's event in Lake Placid, New York. The United States owns the other five titles.