He was born in Vestre Aker as a son of executive Eskild Jensen Sr. (1876–1955) and teacher Elizabeth Kobro (1889–1985).
He enrolled at Oslo Commerce School, but as the occupation of Norway by Nazi Germany commenced in the same year, Jensen soon prioritized to work in the Norwegian resistance movement.
He was caught by Gestapo in 1942, tortured, and imprisoned in the concentration camps Grini and from May 1943 to 1945 Sachsenhausen.
[1] After the war Jensen graduated in economics from the University of Oslo.
In 1974 he was appointed deputy under-secretary of state in the Ministry of Transport and Communications before serving as State Secretary in the Office of the Prime Minister from 1976 to 1980, as part of the Nordli's Cabinet.