He collaborated with Ferdinand Meldahl on several projects, including the completion of Marble Church in Copenhagen and Charlottenborg Exhibition Hall.

He was accepted into the Architecture School of the Royal Danish Academy of Fine Arts in October 1864 from where he graduated in 1879.

After his graduation from the Academy, Jensen worked for Johan Henrik Nebelong and later Ferdinand Meldahl and Ludvig Fenger.

Jensen and Meldahl also collaborated on the rebuilding of Trolleholm and Trollenäs manors in Scania.

Later works include the Magasin du Nord department store on Kongens Nytorv.