Born in Apenrade, Denmark, Jenson studied in the Royal Academy of his native country. He came to America in 1870 and made his new home in Bay Ridge, New York. He painted many portraits of New York judges which now are held in the Kings County Court House and the city hall of New York City. As a marine artist, he exhibited his vast panoramic views of New York harbor with the Brooklyn Art Association in 1870-83 and with the National Academy of Design in 1874-76.