The Norrebro born stopper has been written off time and time again since he moved to East Lancashire in 2003. High-profile mistakes have cost him a place in the side on several occasions but he has yet to suffer a blow from which he can't recover. After match-winning performances against Reading, Chelsea and Arsenal this season it is fair to say that he is one of the form keepers in England at the moment.
'The Beast' was signed from West Brom to replace Marlon Beresford whose third spell at the club had come to an end. It was never going to be easy for the big Dane to replace a terrace favourite such as Beresford and his Burnley career got off to the worst possible start, he conceded three on his home debut against Crystal Palace and things got worse the following week when his old club West Brom put four past him in a humiliating return to The Hawthorns.
But Jensen is made of stern stuff, numerous times he has had to deal with serious set-backs and bide his time on the subs bench and he has also had to deal with being transfer listed, but only a man with real mental resolve could have come through a turbulent few years and produce the kind of form he is in currently.
Throughout his first season Jensen was Burnley's number one largely because he was the only one. The likes of Paul Rachubka and Nathan Abbey arrived on short-term deals but they were never seen as anything other than cover for the former AZ Alkmaar stopper, who notched up 12 clean sheets in all competitions during that first season.
Then in the summer of 2004, his first real rival arrived. Danny Coyne had earned rave reviews during his time with Grimsby as well as getting international recognition with Wales and it was widely thought that he would make the goalkeeper's spot at Turf Moor his own.
Another injury would decimate the 2005/06 season for Coyne. Early in the home clash with Brighton Coyne went down clutching his knee and the resulting injury meant he would not play another game all season. With Coyne injured for the majority of the 05/06 season it was the perfect opportunity for Jensen to cement his place in the team, sadly for him he didn't. In January 2007 then-Clarets boss Steve Cotterill was so unhappy with Jensen's form that he signed Mike Pollitt on loan from Wigan. The decision hurt the big Dane and following discussions with Cotterill it was decided that he would be placed on the transfer list and the club would actively look to sell him. It says a lot about the mental strength of the Beast that by April he was not only back in the team but he was off the transfer list following a string of impressive displays towards the end of the season.
Cotterill took the decision to allow Danny Coyne to return to his first club Tranmere Rovers in the summer of 2007, and pulled off something of a coup in finding a replacement.
Gabor Kiraly had enjoyed a terrific debut season in England, in the Premier League with Crystal Palace in 2004. Following the club's relegation though, the Hungarian found himself down the pecking order at Selhurst Park, owing to the excellence of Julian Speroni.
So Jensen again found himself as the club's number two. He had seen a Welsh international come and go and now he had to fight off a rival from Eastern Europe.
Kiraly joined on a free transfer and started the opening two games of the 2007 season, a 2-1 home win over West Brom and a 2-0 away defeat to Scunthorpe, but Jensen was given the gloves for the club's two Carling Cup games. He was the hero in the penalty shoot out win over Grimsby in round one, and was impressive in the 3-0 second round victory over Oldham.
Now under the management of Owen Coyle, Kiraly took a large amount of criticism for both the 3-0 New Years Day loss at Blackpool and the 2-0 FA Cup defeat at home to Arsenal. Jensen was once again asked to resume duties as the club's first choice goalkeeper.
On January 12th Jensen was restored to the starting XI for the home game with Plymouth, his response was to concede only two goals in the next four games.
Jensen would however lose his place in the team again before the end of the season, as Coyle desperately struggled to resolve the club's goalkeeping problems. He had survived gifting Plymouth the lead several weeks earlier but when he was badly at fault for a Fraizer Campbell goal at Hull he was again dropped to the subs bench for the following game.
The situation was becoming laughable. Kiraly came back into the team, and lasted a total of three games before a nightmare performance against Wolves let Jensen back in. Firstly the Hungarian attempted to clear a short back pass from Clarke Carlisle but only managed to smash the ball at the on-rushing Michael Gray and the ricochet off the Wolves man took the ball looping into the goal. You could argue that he was unlucky with the first goal but Wolves' third goal was inexcusable. Sylvan Ebanks-Blake's effort from the edge of the box looked simple enough for the keeper to deal with, but Kiraly allowed it to squirm under his body and into the net. It is more than likely that the Wolves defeat will be the last time we see Gabor Kiraly in a Burnley shirt.
As the 2008/09 season dawned Jensen will have been filled with mixed emotions. On the one hand Gabor Kiraly had been told he would not feature in the first team and would be allowed to leave should he find a new club but at the same time another international keeper was arriving through the doors at Turf Moor. The delight he will have felt at being offered a new contract will have been tempered by the clear indication from Coyle that he was his second choice.
In truth the giant Peruvian was unfortunate to concede four on debut, but yet again it meant Jensen found himself with a chance to impress in the Carling Cup, this time an away game at League Two Bury. His performance at Gigg Lane was so good that Coyle had no choice but to stick with him for the game against Ipswich the following Saturday. Despite conceding three against the Tractor Boys, Jensen survived the chop again and has gone from strength to strength ever since.
A heroic display against play-off rivals Reading at Turf Moor several weeks ago prompted Royals boss Steve Coppell to described Jensen's performance as "terrific". Robbie Blake scored the match-winning goal that night but it was save after save from the Beast that secured a vital three points for the Clarets.
So the Danish giant had seen off his third serious rival for the keeper's jersey, he was one of the form goalkeepers in England and had single-handedly kept the Reading attack, one of the deadliest in the league, at bay. Could things get any better for the Beast?
The answer was a resounding yes. After 120 minutes of gruelling Carling Cup action against Chelsea in mid-November, it was time for a hero to step forward during the penalty shoot-out. The first chance at becoming that hero fell to Wade Elliott, but he fired it into the lower tier of the Matthew Harding Stand. That meant if the hero was going to be in a Burnley shirt it would have to be Jensen. A strong left hand kept out John Obi Mikel's sudden-death penalty and the Beast had won it for the Clarets, his greatest moment in a 200+ game career.
If anyone thought grabbing the headlines for his performance at Stamford Bridge would be the highlight of Jensen's season, they were wrong.
The victory over Chelsea earned the Clarets a plum quarter final draw against Arsenal. The Gunners arrived at Turf Moor with a team laden with youthful exuberance, pace, flair and ability. The young Arsenal side had scored nine times in two previous cup outings, including putting six past Sheffield United.
On a cold night in Burnley the free-scoring kids from North London could find no way past the Beast. Mark Randall and Carlos Vela were both denied at point-blank range in the first half but it was fellow Dane Nicklas Bendtner that suffered most at the hands of the Beast. Three times Jensen saved from Bendnter in a performance that earned the Clarets a historic Semi-final place. While Kevin McDonald took most of the plaudits for his two vital goals and Martin Paterson and Chris Eagles were praised for their individual performances, without Jensen Burnley would have been out, simple as that. It was a goalkeeping master class.
The Great Dane is now into his sixth season with Burnley and the contract he was awarded during the summer means he will be with Owen Coyle's men until the end of next season at least, and if you asked the majority of Burnley fans whether or not he deserves another deal, there would only be one answer.
Long live the Beast!