[3][4] In his first season at Highbury, after making his Arsenal League debut on the opening day of the season versus Norwich City, he struggled at first to make any sort of impact within the English game and, although a great tackler and a work rate second to none, he found the pace of the Premier League too frenzied.
His bustling, combative style was a vital influence in Arsenals midfield, until a knee ligament injury he received in an international friendly match with Denmark versus Hungary, which resulted him missing the 1994 European Cup Winners Cup Final, after playing in all previous ties.
[6] Officially, though, he also scored a shootout goal against his friend Peter Schmeichel of Manchester United in the 1993 FA Charity Shield.
On 21 February 1995 George Graham, who had led Arsenal to six trophies in eight seasons, lost his job after a Premier League inquiry found he had accepted an illegal £425,000 payment from Norwegian agent Rune Hauge following Arsenal’s recruiting of Pål Lydersen and Jensen, two of Hauge’s clients.
[7] 14 February 1996 Jensen played his last game for Arsenal in the League Cup semi-final versus Aston Villa, and left Highbury in March 1996, after 138 competitive appearances for the club.
During the years he spent at Arsenal, Jensen scored two goals in 21 games for the Denmark national team: one against Albania in 1993 and one against Belgium in 1994.
On 12 January 2011, he signed a six-month contract with Blackburn Rovers to become assistant manager and work alongside Steve Kean.