Jensen made 30 appearances and scored 3 goals for Denmark between U18 and U21 level. He was a part of Denmark's squads at the 2017 and 2019 European U21 Championships. Jensen was named in the senior team's preliminary 35-man squad for the 2018 World Cup, but he was not included in the final squad. In October 2020, Jensen won a late call-up to the full Denmark squad for a series of three matches, as a replacement for injured Brentford teammate Christian Nørgaard. He made his full international debut with a start in a 4–0 friendly win over the Faroe Islands on 7 October and scored his first full international goal on his fifth cap, in a 8–0 2022 World Cup qualifying win over Moldova on 28 March 2021. Jensen was named in the Denmark squad for Euro 2020 and he appeared as a substitute in each of the six matches during the Danes' run to the semi-final.