Born in 1966, Jensen grew up in Nanaimo, British Columbia, Canada. Introduced to music at a young age, she played trumpet throughout elementary school but became more serious about jazz in her teens. After high school, she further honed her skills studying jazz on scholarship to the Berklee College of Music in Boston. Graduating in 1989, she moved to Europe where she toured with the Vienna Art Orchestra and taught at Austria's Bruckner Conservatory. Following a tour with Lionel Hampton, she returned to the States, where in 1994 she joined the all-female big band DIVA. Also that year, she signed a recording contract with Enja and released her debut album, Vernal Fields, featuring altoist Steve Wilson, tenor saxophonist George Garzone, pianist Bruce Barth, bassist Larry Grenadier, and drummer Lenny White. Well-received, the album showcased her harmonically sophisticated, motivic style of playing and earned her the Juno Award for Best Traditional Jazz Album. Two more highly regarded albums followed on Enja with 1997's Here on Earth and 1999's Higher Grounds.
Over the next few years, Jensen continued her work with DIVA and played with artists like Virginia Mayhew, Maria Schneider, and Dena DeRose. In 2003, she issued her third album as leader, the funky organ-jazz production Now as Then, on the Justin Time label. Featured on the album were keyboardist Gary Versace and her longtime collaborator, drummer Jon Wikan (whom Jensen married the following year). At Sea followed in 2005 and once again featured Wikan, along with keyboardist Geoff Keezer, bassist Matt Clohesy, and guitarist Lage Lund. With 2007's Flurry, Jensen introduced her cooperative Nordic Connect ensemble with her sister Christine Jensen on saxophone, Wikan on drums, Mattias Welin on bass, and Maggi Olin on keyboards. The group returned in 2011 with Spirals. Also that year, the trumpeter played on her sister's Juno Award-winning Treelines.
Along with various teaching and leading workshops, Jensen has worked on projects with pianist Ellen Rowe, drummer Terri Lynne Carrington's Mosaic Ensemble, vocalist Dianne Reeves, pianist Helen Sung, and others. In 2015, she paired with pianist Jason Miles for the loosely Miles Davis-inspired Kind of New. The following year, she collaborated with her sister and guitarist Ben Monder on Infinitude. In 2018, she celebrated the music of late British trumpeter Kenny Wheeler on Invisible Sounds: For Kenny Wheeler. ~ Matt Collar, Rovi