Resolution
Assuming you followed the docs for Installing on Red Hat, CentOS, or Fedora, you should have:
/etc/yum.repos.d/jenkins.repo
If not, then you need to find the repository declaration under /etc/yum.repos*
that contains either:
https://downloads.cloudbees.com/cje/rolling/rpm/jenkins.repo
for CJE,
or for OSS, either:
https://pkg.jenkins-ci.org/redhat/jenkins.repo
or
https://pkg.jenkins-ci.org/redhat-stable/jenkins.repo
You need to remove this repository declaration.
Example (assuming you followed the docs):
sudo rm -f /etc/yum.repos.d/jenkins.repo
and now clean up yum.
sudo yum clean all
Convert From OSS to CJE
Follow the docs, Installing on Red Hat, CentOS, or Fedora