Jensen's medal set, including his Victoria Cross, was donated by a family member to the Australian War Memorial in 1987 at a ceremony attended by Queen Margrethe II of Denmark, and is displayed in the Hall of Valour of the memorial. In 2006, a memorial to Jensen was unveiled in Løgstør by the Australian ambassador to Denmark, and a book about him was published in Denmark in the same year. Each year, wreaths are placed at the memorial in memory of Jensen, and in 2014 a wreath was placed by the Australian ambassador, Damien Miller.