Jensen was last heard from on March 13, 2007, when he spoke to a relative on the phone while at his residence in the vicinity of the 800 block of east Tanglewood in Erda, Utah. He has never been heard from again. He did not show up for work and missed an appointment the following day, on March 14. When his home was searched, the only items found to be missing were a pair of binoculars and a .22 caliber handgun. The back door was open and Jensen's keys were in the door. His vehicles, horses and cellular phone were left behind. There was no note or any other indication as to where he had gone.

At the time of his disappearance, Jensen was having personal and financial problems and was about to be served with divorce papers. He was employed as a maintenance employee for the Granite School District. He is an experienced hiker and trapper and has the skills to survive in the outdoors for an extended period. Authorities searched the Oquirrh Mountains for him, but found no evidence. His case remains unsolved.