How they came upon Jews as an enemy image, I don't know fully - but, I can think of something.
The Great Depression was a problem of the financial markets mainly (and of state debt), and traditionally Jews occupied jobs which had to do with either trade or finances. (That was rather less a choice, but a thing forced upon them over centuries - because Christians weren't allowed to take interest on lent-out money, they placed Jews as non-Christians into these jobs so they could do that. And Jews suffered from suppression at all centuries because "they killed the messiah", even weren't allowed to work. So, of course they took those few jobs they were allowed to do.)
So - without looking at these historical backgrounds -, they created or undertook the shortsighted view that "Jews are responsible for the economical crisis and the misery that arose from it" and so... "punished" them severely for that.
(Actually this is reforming a saying of the communists which have always proclaimed "get rid of capital in private ownership, this is what causes big social misery". Only that this was linked to a particular group which always had its troubles in society instead of calling shit out as what it is: There are also other people than Jews which are rich and act like a boar with humans.)

Ah, just saying - they didn't call themselves "national socialists" for nothing.
That was also a move to try to surf upon the wave of popularity that socialists had at that time.
They only adapted some stuff what they have always preached to be the problem of capitalism and exchanged the enemy images reponsible for that with other scapegoats, what, in the end, didn't really endanger the wheelings and dealings of the old order anymore. Putting blame on these was just a shift in order to make capitalism go on as usual, or better say: Even get more radical now, but nobody would be interested as "now the right people get into the meat grinder".

You see, it's complex to answer that question...