Jennings was 1-3 with a 3.14 ERA in 42 appearances for the Zephyrs.
Koehler, 26, was a starter at New Orleans. But the right-hander likely will be used in relief.
In 27 starts, Koehler was 12-11 with a 4.17 ERA.
The Marlins may add a couple of position players in the upcoming days. But as of Sunday, it appeared they were not leaning towards calling up third baseman Zack Cox from Double-A Jacksonville. Miami acquired Cox from the Cardinals on July 31 for Edward Mujica.
For Koehler, the promotion was a relief after he was initially told it wasn't going to happen.
When he heard that news on Friday, he was disappointed and began throwing some of his stuff away.
"I got a little frustrated and threw away some of my cleats and stuff," he said. "This was a couple of days ago. I thought the season was over."
But a few hours later, the organization reversed its position.
The last week was difficult for the Zephyrs, who had their season end shortly after the New Orleans area was impacted by Hurricane Isaac.
"A lot of guys were worried about the flooding and everything like that," Koehler said. "It was kind of hard to focus on baseball. When you spend a whole year somewhere, you start to become part of the community and everything. Every time you turn on the news, they're talking about the flooding, or this place is being destroyed."
The Zephyrs' ballpark sustained some damage to the outfield wall and scoreboard. And the National Guard used the ballpark as a base to assist storm victims.
"It kind of puts things into perspective a little bit," Koehler said. "This game is important, but what these people are going through is a lot worse than my 26-hour travel day."