Career
He started his career with Næstved IF in 1983. He went on to play for Herfølge BK and B 1903. In 1993, he was brought to F.C. Copenhagen, Brøndby"s local rivals.
He ended his career in 1998, after a combined 138 games and five goals for F.C. In 2006, he left his job as assistant coach in F.C. Copenhagen, to replace Niels-Christian Holmstrøm as head of sports in the club
In January 2012, he replaced F.C. Copenhagen"s head coach Roland Nilsson, who was fired earlier the same day. He will continue functioning as director of football, as well.
On 25 May 2012 after he failed to secure the 2011-2012 Danish Championship, it was announced that he would step down as manager and continue only as Director of Football. On 28 April 2014, Jensen was fired as director of football in F.C. Copenhagen after declining results for the team
