Ok, it appears that Ajenti supports Nginx just for Debain/Ubuntu... AND it doesn't support official nginx packages. I hope this changes soon.

But there is a simple workaround:

First create a usual for Debian package folder structure:

mkdir /etc/nginx/sites-available
ln -s /etc/nginx/conf.d/ /etc/nginx/sites-enabled
mv /etc/nginx/conf.d/* /etc/nginx/sites-available

/usr/lib/python2.6/site-packages/ajenti/plugins/nginx/main.py

platforms = ['debian']

Also user editing doesn't work on CentOS 6.4 ( tried setting password, changing shell, changing username).

At first I thought it could be SELinux, but after disabling it problem still exists.