Arthur Jensen was originally trained as a tailor and later educated at the Royal Theatre's student school 1920-23 and had an extensive theatre career. He experienced his heyday on television after passing the age of 70. He never achieved the same heights in film as he did in television, with roles such as caretaker Meyer in Huset på Christianshavn (1970-77) and clerk Schwan from Damernes Magasin in Matador (1978-81). With the exception of when he reprised the character of caretaker Meyer in Erik Balling's film version of the TV series, Ballade på Christianshavn (1971). It was his best film performance. He portrayed the two TV series characters shamelessly on his distinctive type: the comically aunty as caretaker Meyer and the sly and vain as clerk Schwan. What could have ended up as a gay caricature becomes human portraits in the garb of folk comedy, not least thanks to Arthur Jensen's humor, which at once shows solidarity and irony with the characters.

It took a long time for Arthur Jensen to discovery who he was as an actor. After four silent film supporting roles at Fy&Bi, he formed a comedic duo with Ib Schønberg in several of Alice O'Fredericks' and Lau Lauritzen's energetic prank farces in the 1930s, but the fun is sporadic, and the inventions are often self-satisfied and infantile. His recurring role as a whiny spanking boy for the healthy guys in these films, including director Lauritzen himself, are particularly unfunny and almost unpleasant.