The 39-year-old was on her way to a rehearsal at about 3.10pm on Wednesday when she witnessed an elderly woman being attacked.
After she stepped in to help, the singer was then mugged herself, her agent said.
The Welsh mezzo-soprano was in London to sing at the Henry van Straubenzee charity carol concert at St Luke's Church in Chelsea.
"Miraculously, Katherine still managed to perform at the concert as she didn't want to let the charity down," her agent added.
The Met Police said it was called to reports of a robbery on King's Road in Chelsea at about 3.10pm on 4th December.
Officers attended the incident and arrested two 15-year-old girls on suspicion of robbery, a police spokesperson said.
"A female member of the public had attempted to intervene," the spokeswoman added.
An officer was assaulted during the incident but did not require hospital treatment.
The two girls were released under investigation, but one was re-arrested on December 5 in connection with the same incident after further information was received.
She remains in custody.
In a statement, Jenkins' agent said: "Katherine was in London to sing at the Henry van Straubenzee memorial charity carol concert at St Luke's Church.
"On her way to rehearsal she witnessed an older lady being viciously mugged and intervened to help.
"As a result of her stepping in, Katherine was then mugged herself.
"However she helped the police identify the perpetrator and the young woman was arrested shortly afterwards."