Dag Jensen was born in Horten, Norway. He began his bassoon studies at the age of eleven under the guidance of Robert Rønnes. He continued his education at the Norwegian Academy of Music in Oslo, studying with Torleiv Nedberg.
In Germany, Jensen has performed as a soloist with the Radio Symphony Orchestras in Munich, Stuttgart, and Cologne, as well as with the Württemberg Chamber Orchestra in Heilbronn. He is also a sought-after soloist internationally, having collaborated with ensembles such as the BBC Symphony Orchestra Birmingham, Prague Symphony Orchestra, Oslo Philharmonic Orchestra, Camerata Academica in Salzburg under Sandor Vegh, the Mito Chamber Orchestra under Seiji Ozawa, and the Norwegian Chamber Orchestra under Iona Brown.