Jensen placed fourth of five competitors in the rope climbing contest, not reaching the top of the 14-metre rope. His actual distance climbed is unknown but it was less than 12.5 metres, the distance of the bronze medallist.
Jensen and Nielsen both earned bronze medals in the shooting competitions, with Nielsen also winning a silver medal. Jensen specialized in the rifle events, taking 6th of 42 and 3rd of 20 in the two events. Nielsen did not finish his rifle competition, but performed well in the pistol events, in which he won two medals and took 5th place of 16 in the third event.
Jensen tied Launceston Elliot for weight lifted in the first event, the two handed lift. Prince George of Greece, the judge for the event, determined that Jensen had lifted the 111.5 kilograms in better style than Elliot, awarded the Dane the gold medal. In the second event, the one handed, Jensen's 57 kilograms were not close to Elliot's 71 kilograms and thus Jensen took second place in that event.