Jensen made his third appearance for Denmark's under-20 team in the 2012 World Junior Championships. It was his first time competing in the top division of an international tournament (all his previous appearances had been in second-tier Division I play). Jensen was chosen to the team as the lone player competing with a North American club at the time (the Oshawa Generals) and was also named an alternate captain. During the preliminary round, Jensen was named Denmark's player of the game after recording an assist and five shots on goal in a 10–2 loss to Canada. Denmark finished the tournament in last place, relegating them to Division I for the 2013 World Juniors. Jensen led his team in scoring with two goals and six points over six games.