When Elena fills him in on all that has happened since she stabbed him with the dagger, he decides the first order of business is to get Jenna out of the Gilbert house and into the Salvatore house. And, seeing as Jenna will not speak to Elena at the moment, Elijah puts it on himself to go over there.
When he arrives, he finds the door slightly open, and he hears Jenna's whimpers.
He rushes immediately to where she is sprawled on the living room floor. Her eyes grow wide and fearful and she tries to speak, but she can only manage to open her mouth slightly. Elijah nods, he knows what happened.
"Elijah," a voice from behind him says. "What a nice surprise."
Even Elijah, whose been around for centuries, finds it sickening to hear the familiar voice of the Mystic Falls history teacher mixed with the speech patterns Elijah knows to belong solely to Klaus.
"Was it really necessary to harm her?" Elijah asks, trying desperately to remain calm.
He genuinely likes Jenna, and to see her broken and bruised with bite marks covering her throat makes him want to kill someone—he's that angry.
"She wouldn't listen to me. I tried being patient, I really did, but you know I don't have all that much in me."
Elijah's not really listening at this point, too focused is he on Jenna. "I'm going to get you out of here," he whispers.
Klaus laughs from behind him. "Oh, be my guest—I fear I may have broken her."
Elijah desperately hopes Klaus is wrong about that as he scoops up the frail body of the once strong woman. He carries her back to the Salvatore Boarding House and sets her on the couch while the rest of the inhabitants fawn over her. He watches carefully from a distance.
While she was with Alaric, Elijah had been content to play the role of the flirtatious newcomer; but with the arrival of Klaus and the disappearance of Alaric, Elijah realizes he must step into the role of Jenna's protector. After all, he is not willing to let Klaus take another thing that could have been his.