Alfred Jensen was born in Hälsingtuna, Gävleborg County, and studied at Uppsala University.
In 1901 he received a position at the Nobel Institute of the Swedish Academy at Stockholm.
He translated Gogol, Turgenev, Pushkin, Lermontov, Shevchenko, Kotsyubynsky and Mickiewicz.
He also contributed literary critique on Russian, Ukrainian, Bulgarian, Slovenian and Czech literature.
Jensen died in Vienna on 15 September 1921, and is buried at the Inzersdorf cemetery.