Career
Jessen began his career 2001 with Brande IF and joined Ikast FS in 2003. On 23 June 2010, Jessen left the Danish Superliga side Football Club Midtjylland after five years and signed with 1. Football Club Kaiserslautern in Germany (Bundesliga).
On 10 July 2015 it was confirmed, that Jessen had signed a three-year contract with Danish Superliga-side Esbjerg fB.