On 23 March 1915, Jensen enlisted as a private in the Australian Imperial Force (AIF) for service in World War I; he was allotted to the 6th reinforcements to the 10th Battalion. His reinforcement draft embarked on HMAT "Borda" at Outer Harbor on 23 June, and joined the battalion at Gallipoli, Turkey, on 4 August. By the time Jensen arrived, nearly half of the battalion had been evacuated sick with dysentery. For the remainder of the Gallipoli campaign, the 10th Battalion rotated through various positions in the line defending the beachhead until withdrawn to Lemnos in November. Jensen remained with his unit throughout, except for a week in September–October that he spent in hospital. The battalion embarked for Egypt in late November and spent the next four months training and assisting in the defence of the Suez Canal. While in Egypt, the battalion was split into two, one half forming the nucleus of the new 50th Battalion, which was part of the 13th Brigade, 4th Division. In April 1916, Jensen and several other 10th Battalion men were transferred to the 50th Battalion; later that month Jensen was charged for not being in his tent at tattoo. On 5 June the battalion embarked for France, arriving in Marseilles six days later. The unit then entrained for the Western Front, entering the trenches for the first time on 28 June near Fleurbaix.