Shannon and Zipf-Mandelbrot entropies have many applications in many applied sciences, for example, in information theory, biology and economics, etc. In this paper, we consider two refinements of the well-know Jensen inequality and obtain different bounds for Shannon and Zipf-Mandelbrot entropies. First of all, we use some convex functions and manipulate the weights and domain of the functions and deduce results for Shannon entropy. We also discuss their particular cases. By using Zipf-Mandelbrot laws for different parameters in Shannon entropies results, we obtain bounds for Zipf-Mandelbrot entropy. The idea used in this paper for obtaining the results may stimulate further research in this area, particularly for Zipf-Mandelbrot entropy.