Jensen, who was of Danish descent, was born in Kenosha, Wisconsin, and received a bachelor's degree in broadcast journalism from the University of Denver.
Jensen didn't take too long to make an impact, winning notice for his coverage of Robert F. Kennedy's Senate campaign soon after he arrived in New York.
Over the years, his partners at the anchor desk – some of them New York broadcast legends in their own right – included Ralph Penza, Rolland Smith, Carol Martin, Michele Marsh, Warner Wolf, and finally Dana Tyler.
Shortly after the incident, Jensen, who had a drug habit for many years, sought rehab for depression, alcohol, cocaine, and valium addiction.
His depression was related to the loss of his son Randall, a Williams College and Fordham Law graduate, who died in a glider accident in Ellenville, New York, in 1979.