You can use the dir step, example:

dir("folder") {
    sh "pwd"
}

The folder can be relative or absolute path.

I could not achieve changing the working directory using the suggestion by Vishwas, although I did try creating a Jenkins user inside the container with the same uid as the host. It just didn't work for me. I did however, realize that I didn't actually need to change the directory on the container because the workspace was already in the container.

I'm using the Docker Plugin from CloudBees. After reading their documentation, I realized the workstation folder I thought was on the host machine, was actually in the container. Part of the documentation stated:

The above is a complete Pipeline script. inside will:

1. Automatically grab an agent and a workspace (no extra node block is required).
2. Pull the requested image to the Docker server (if not already cached).
3. Start a container running that image.
4. Mount the Jenkins workspace as a "volume" inside the container, using the same file path.

After seeing item number four, I ran docker container inspect <containerID> and I saw the workspace /home/jenkins/workspace was actually a volume mount that was mapped to the /home/jenkins/workspace on the Docker host machine as well. Using this as my workspace, I was able to build the various applications within the container and then moved the results to a second volume used for application collection later in the pipeline. It's not an exact answer to my original question, but it works!

Create a target to checkout the parent.

• Checkout the parent dir of your build target
• Set Build -> Goal = clean
• Run build and ascertain the destination workspace directory (second line of console output, in my sample /var/lib/jenkins/workspace/my_project)

Create a target to build your path

• DO NOT check "Delete workspace before build starts"
• In Build -> Advanced - Check "Change folder of workspace" and paste your /yourtargetdirectory

It worked for me.

If you need to change the Jenkins home directory in Ubuntu, follow the instructions below:

Stop Jenkins 
/etc/init.d/jenkins stop

Create folder for new Jenkins home directory
mkdir home

Change access rights for this folder and all folders and files inside
sudo chown -R jenkins:jenkins home

Find current Jenkins folder and copy all directories and files into new one. If you don't know current Jenkins directory you can find it in /etc/default/jenkins file.
sudo -u jenkins cp -r /var/lib/jenkins/* home/

Change JENNIKS_HOME inside /etc/default/jenkins
sudo nano /etc/default/jenkins

find JENKINS_HOME and change path to new Jenkins home folder

Start Jenkins 
/etc/init.d/jenkins start 

In case if you have the error message 
Unable to create the home directory ‘/path/to/jenkins/home’. This is most likely a permission problem.
run the command
sudo chown -R jenkins:jenkins root_folder/

To get the root_folder you need go to Jenkins home folder and run pwd. This will work in case if you want use other one hdd (not system) for Jenkins home .
$pwd
/media/path/to/jenkins/home

In my case the root_folder is media

That's all. Enjoy!

Source: http://www.sofment.com/?q=node/25

For me on Jenkins 2.7.2 on RHEL 7.2 after already starting jenkins and configuring a build, I needed to:

1) Change the jenkins user's home directory

sudo su -
service jenkins stop
vi /etc/passwd
#  change the /var/lib/jenkins to /home/jenkins or whatever 

2) Change the setting in the start script to also find it

vi /etc/sysconfig/jenkins
#   change the JENKINS_HOME to /home/jenkins or what ever

3) Copy all the data to the new location (eg: /home/jenkins)

cd /home
cp -Rf /var/lib/jenkins .
chown -R jenkins:jenkins *

4) Start it back up

service jenkins start

And that seems to have done it for me.

You can modify the path on the config.xml file in the default directory

<projectNamingStrategy class="jenkins.model.ProjectNamingStrategy$DefaultProjectNamingStrategy"/>
<workspaceDir>D:/Workspace/${ITEM_FULL_NAME}</workspaceDir>
<buildsDir>D:/Logs/${ITEM_ROOTDIR}/Build</buildsDir>

This question was already asked and answered on Stack Overflow. I'll copy the top answer here, but there are several other answers over there that you may find useful:

For me on Jenkins 2.7.2 on RHEL 7.2 after already starting jenkins and configuring a build, I needed to:

1. Change the jenkins user's home directory

   sudo su -
   service jenkins stop
   vi /etc/passwd
   #  change the /var/lib/jenkins to /home/jenkins or whatever 
   

2. Change the setting in the start script to also find it

   vi /etc/sysconfig/jenkins
   #   change the JENKINS_HOME to /home/jenkins or what ever
   

3. Copy all the data to the new location (eg: /home/jenkins)

   cd /home
   cp -Rf /var/lib/jenkins .
   chown -R jenkins:jenkins *
   

4. Start it back up

   service jenkins start
   

And that seems to have done it for me.