Jensen, then of Brondby, now of Arsenal, scored one of the most memorable goals in the history of international competition just 10 weeks ago, when little Denmark, the 11th hour replacements, won the European Championship at Germany's expense.
Next Wednesday, while England strive for a restorative performance in Spain, 'JJ', as they call him at Highbury, will again play David to the German Goliath when the world champions provide the opposition for the inaugural match in the Danes' new national stadium, in Copenhagen. Rache - revenge - is on a million Teutonic lips. It will be a friendly in name only. First, though, there are those other wounded giants from the land thereof, Wimbledon, intent on clawing their way off the bottom of the Premier League. Head tennis today, human chess on Wednesday. All part of football's rich smorgasbord for the pounds 1m midfield mercenary.
Jensen, last off the training ground for our lunchtime meeting, thrives on hard work and variety, which is just as well. In Denmark, he was accustomed to playing 40 games a season, all of the same stolid type. With Arsenal it could be 60-plus, with the long ball, short ball and mixtures of both to contend with.
First impressions tell him that his renowned stamina is going to be pushed to its limits, and probably beyond. 'At Brondby,' he said, 'we trained harder than Arsenal do, with only one day off each week, but we did not have so many games, and the pace of them was much slower.
'By the end of the season, I think I will be very tired. I had only two weeks' break from football after the European Championship before joining Arsenal for pre-season training, and maybe in the last 10 games that will hit me, and I will be too tired to play well. We will have to wait and see.'
So far, so good. George Graham is pleased with the signing he describes as 'a young Peter Reid', and Jensen is settling in nicely in the workhorse role originally envisaged for Geoff Thomas.
The process of integration had been expedited by the two other Scandanavians at Highbury, Anders Limpar and Pal Lydersen, both of whom had gone out of their way to put the newcomer at his ease, and make him feel welcome.
From the outset, Jensen was a happy man at work, less so in his free time. Living alone in a St Albans hotel, a stranger in a strange land, was hard on the family man. 'Hotel life gets very boring,' he says. 'I have a wife and daughter at home, and I miss them very much. I need to find a house quickly, so that they can move over here.'
English football was less of a strain, holding few surprises. 'I am finding it exactly as I expected. In Denmark, we have an English match on television every week, from November to March, so I had a fair idea of what I was coming to.
'It helped that we played a pressing game at Brondby, so my job here is just the same - closing down on the opposition, winning the ball and giving it to the front guys. The one real difference is that I have to play it up to them, or to the full-back, much earlier, but that's all right. I like my work; I enjoy getting up and back between the two penalty areas.'
An English-type player? He grins. 'Yes, I don't mind being called that. It's not an insult - not even now that Denmark are European champions.'
At a time when the domestic game is going through one of its cyclical spells of soul-searching and recrimination, it is reassuring to hear a European champion talk of his deep respect for our national charateristics. Jensen, who spent two years with Hamburg in his early twenties (he is 27), spurned 'four or five' offers from Italy to join Arsenal because 'the English league is the strongest and hardest in the world'.
That old myth. Flattery, surely? Not at all, he said. 'I played in Germany for two years. That was tough, but this is tougher. Your league here is much stronger, more competitive, than Germany's; Italy's, too.
'People say their technique is so much better, but from what I've seen the English player has good technique. Because the game is played at such a fast pace here, that technique doesn't get much chance to show itself, but when English players join clubs in Italy or Germany their technique is as good as most.'
England's poor performance at the European Championship puzzled this confirmed anglophile. 'We played them in our first match, and we were delighted to get a draw. It was more than we expected. Our manager (Richard Moller- Nielsen) had told us: 'It doesn't matter if you lose, as long as you play well.' We thought we would play three games and go back to our holidays.'
By inference, Denmark had been there for the taking, and England's failure to prey on their doubts and apprehensions by mounting an all-out assault on Peter Schmeichel's goal seems more craven than ever.
Jensen sees it another way, questioning style rather than spirit. 'England play so fast,' he says. 'I've played against them three times now, and none of my other games for Denmark have been played at anything like the same pace.
'In club football here, when a player has the ball he often releases it too quickly - just kicks it really - when maybe there is the time and space to turn, look up and make a good pass. That is OK at club level, you can do it and still be successful. Not in international football, though. In international games you must take advantage of the time and space and take the ball down and use it accurately. If you don't, and you give the ball away, the opposition will do it and hurt you.'
Jensen will be as interested as the rest of us in England's friendly in Santander on Wednesday, Spain rivalling the Danes for favouritism in World Cup Group Three. The European champions have made a disappointing start to their qualifying programme, held goalless in Latvia 10 days ago, and are anxious to atone next week. Jensen, who will be winning his 50th cap, says: 'After what happened in June, Germany will really want to win this one. Friendly or not, it will be a tough game - exactly like the final.'
Needless to say, the man who puts the rind in the Danish is looking forward to the battle, but first comes the rather more prosaic scrap at Selhurst Park this afternoon. Wimbledon away. Not a day for the Jensen interceptor. 'It won't be a game for me,' he says, knowingly. 'I will only be running from box to box while the ball flies over my head, like tennis.'
This without seeing the dastardly Dons in the flesh. And they say television gives a false impression.
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