Jack-knife pseudo-observations have in recent decades gained popularity in regression analysis for various aspects of time-to-event data. A limitation of the jack-knife pseudo-observations is that their computation is time consuming, as the base estimate needs to be recalculated when leaving out each observation. We show that jack-knife pseudo-observations can be closely approximated using the idea of the infinitesimal jack-knife residuals. The infinitesimal jack-knife pseudo-observations are much faster to compute than jack-knife pseudo-observations. A key assumption of the unbiasedness of the jack-knife pseudo-observation approach is on the influence function of the base estimate. We reiterate why the condition on the influence function is needed for unbiased inference and show that the condition is not satisfied for the Kaplan–Meier base estimate in a left-truncated cohort. We present a modification of the infinitesimal jack-knife pseudo-observations that provide unbiased estimates in a left-truncated cohort. The computational speed and medium and large sample properties of the jack-knife pseudo-observations and infinitesimal jack-knife pseudo-observation are compared and we present an application of the modified infinitesimal jack-knife pseudo-observations in a left-truncated cohort of Danish patients with diabetes.Supplementary InformationThe online version contains supplementary material available at 10.1007/s10985-023-09597-5.