Born in 1866, Jensen was the son of a knife grinder in the town of Raadvad just to the north of Copenhagen. Jensen began his training in goldsmithing at the age of 14 in Copenhagen. His apprenticeship with the firm Guldsmed Andersen, ended in 1884, and this freed young Georg to follow his artistic interests.
From childhood, Jensen had longed to be a sculptor and he now pursued this course of study at the Royal Academy of Fine Arts. He graduated in 1892 and began exhibiting his work. Although his clay sculpture was well received, making a living as a fine artist proved difficult and he turned his hand to the applied arts. First as a modeller at the Bing & Grøndahl porcelain factory and, beginning in 1898, with a small pottery workshop he founded in partnership with Christian Petersen. Again the work was well received, but sales were not strong enough to support Jensen, by this point a widower, and his two small sons.
In 1901, he abandoned ceramics and began again as a silversmith and designer with the master, Mogens Ballin. This led Jensen to make a landmark decision, when in 1904, he risked what small capital he had and opened his own little silversmithy at 36 Bredgade in Copenhagen.
Jensen’s training in metalsmithing along with his education in the fine arts allowed him to combine the two disciplines and revive the tradition of the artist craftsman. Soon, the beauty and quality of his Art Nouveau creations caught the eye of the public and his success was assured. The Copenhagen quarters were greatly expanded and before the end of the 1920s, Jensen had opened retail in Berlin (1909), London (1921), and New York (1924)