You can run jenkins in docker:
docker run -p 8080:8080 michaelneale/jenkins-docker
This will download, and then run Jenkins in a docker container - on port 8080.
You can see your docker conatiner running with:
docker ps
If you with to use a volume outside to store your workspace, you can with bind mounting and setting the JENKINS_HOME directory environment variable.
Take a look at http://docker.io for more details.