Usually a layer of clothing is enough protection against mosquito bites, but it is possible for a mosquito to bite through genes and other fabric.
Mosquitoes have a long appendage called a proboscis, which they use to bite a host and extract blood, and the proboscis is long enough to extend through some clothes.
Jeans are made of cotton, and the fibers of cotton are fairly porous, making them more susceptible to mosquito bites than other types of material that are more tightly woven.
When venturing into areas that are infested with mosquitoes, you will not receive as much protection from mosquito bites from jeans or other clothes made of cotton than you will from clothes made of many other types of material.