[1] Born in Holstebro, Jensen studied painting at the Royal Danish Academy of Fine Arts, graduating in 1879.
He also received private tuition from Harald Foss and in the early 1880s assisted Lorenz Frølich with his decorations in Frederiksborg Palace.
[3] Jensen was not very productive but his work comprising some 200 paintings has placed him among Denmark's most significant colourists, on a par with Christen Købke.
His Landskab fra Næstvedegnen (1884) is considered a masterpiece but he also painted several other noteworthy landscapes of northern and western Zealand.
The picturesque detail of his architectural paintings of church and palace interiors is also worthy of note.