He started his career with Danish Club Brøndby IF. With this club he became Dutch champion of Denmark in 1998 and 2002. When Michael Laudrup in 2002 to play less, Jensen trainer. He left for a time to FC Midtjylland before he joined Hammarby IF ended up.
Jensen played 22 games for the Danish U-21.
-  DEN Værløse IF (-1995)
-  DEN Brøndby IF (1996-2002)
-  DEN FC Midtjylland (2002) (leen)
-  SWE Hammarby IF (2003-2009)
-  SWE IF Brommapojkarna (2009-2011)
-  Brøndby IF
- 1998, 2002