Jensen told Berlingske Tidende: “You could almost call FCK a family company and it’s a real pleasure to be there.
“It’s a young club that has only existed since 1992 and the club is only just starting to write its own history.
“The club has become more stable these last five years and players and managers are going back to it.
“I wasn’t very happy with the working conditions here in Fulham so I am happy to move on with my career.”