 He had a short stop at league rivals FC Midtjylland, playing 11 games in the first half of the 2002-03 Superliga season, before leaving Brøndby.In early 2003, Jensen joined Swedish club Hammarby IF for their winter training camp, competing with Finnish midfielder Simo Valakari for a permanent contract.He scored a goal in a training game against the Malta national team and subsequently signed a three-year contract with Hammarby.