Jensen is a graduate of the Nordsjaelland Academy, and he made his first appearance for Denmark’s senior team in 2020.

In July 10, 2019, Jensen signed a four-year contract with a one-year extension option with Brentford for an undisclosed sum. Despite losing in the 2020 Championship play-off Final, he still managed to play in 43 games and score once during the 2019-20 season.