In 1884 he became a journeyman and in 1887 he enrolled at the Royal Danish Academy of Fine Arts (Kongelige Danske Kunstakademi), where he studied sculpture with Theobald Stein.

[2] Although his ceramic sculptures were well received, making a living as a fine artist proved difficult and he turned his hand to the applied arts: first as a modeller at the Bing & Grøndahl porcelain factory and, beginning in 1898, with a small pottery workshop he founded in partnership with Christian Petersen.

Jensen's training in metalsmithing along with his education in the fine arts allowed him to combine the two disciplines and revive the tradition of the artist craftsman.

His silver and jewelry designs from this period often featured plump abstract organic shapes and were accented with gemstones like amber, garnet, citrine, malachite, moonstone, and opal.

[5] The Copenhagen quarters were greatly expanded and before the end of the 1920s, Jensen had opened retail stores in Berlin (1909), London (1921), and New York City (1924).