Tenrecs usually eat all kinds of insects and other small things they can get their teeth in. And although both species (probably) come from Madagascar, they live in completely different niches. As long as they have the freedom to keep the distance they have in nature I do not think that you will have problems housing them together.
However, I am afraid that that wont be the case and although I'm not certain that the tenrec will (at least) nibble at the gekko, I do think the gekko will eventually dissapear if they are housed together.
Some species of Tenrec have also been found in trees, so it also depends on which species of Tenrec you've got, but all in all I wouldn't reccomend it.