His studies took place at the Jutland Academy of Music in his hometown Aarhus, at the Royal Academy of Music in Copenhagen, at the Sibelius Academy in Helsinki, and at the International Piano Academy Lake Como. His notable teachers include the Danish pianist Anne Oland, his teacher at the Sibelius Academy, Erik Tawaststjerna, and, at the International Piano Academy Lake Como, the pianists William Grant Naboré, Dmitri Bashkirov, and Fou Ts'ong. He has been rewarded at numerous national and international piano competitions. At the age of 15 he won the first prize at the Hamburg Steinway Klavierwettbewerb, and the following year won the Danish Steinway Competition. In 2006 he won the first prize, a Blüthner grand piano, at the Malmö-Blüthner Piano Competition in Sweden. While a student at the Sibelius Academy he won the first prize at the Finnish National Piano Competition in Jyväskylä in March 2010. Later that year he received the first prize as well as the audience prize at the Nordic Piano Competition in Nyborg, Denmark. He received the Danish "Sonning" award in 2007, and the Pro Musica Award of Finland in 2011.

Emil Jensen played his first solo recital at the age of 15, and has since then performed extensively throughout Scandinavia and Eastern and Central Europe. He appeared for the first time as a soloist with orchestra at the age of 16, performing the Beethoven 3rd Piano Concerto with Aarhus Symphony Orchestra under David Riddle. He has made a number of recording productions, both studio recordings and live concerts, for the national radio stations of Denmark, Sweden, and Finland.