 He won the 2006 Danish "under-19 Player of the Year" award, and made his Brøndby IF first team debut in April 2006.In October 2015, Jensen won the Norwegian league Tippeligaen with Rosenborg.One month later, In November, Rosenborg secured the Norwegian double, when Jensen scored the last goal against Sarpsborg 08 in the Norwegian Football Cup-finale of 2015.