Espen Jensen was born in Norway in 1975. He began training on the classical guitar at the age of nine under guitar instructor Bengt Martinussen. Prior to entering the performance program at Agder College-Conservatory of Music in Kristiansand, Norway in 1994, Jensen spent three years at the Gymnasium-Dahlske Skole in Grimstad, Norway where he further dedicated his studies to music. he graduated from Agder College-Conservatory of Music in 1998 with the Candidatus Magistri degree in Performance, and was awarded a 1.00 on his final recital - "the highest grade ever given to a guitarist." Upon graduation, Jensen moved to the United States where he entered the Master of Music program at Indian University's Jacobs School of Music in Bloomington. There he was awarded a tuition scholarship and served as an Associate Instructor in the Guitar Department.

He received his master's degree in Guitar Performance in 2000, after having studied with Maestro Ernesto Bitetti for two years. He continued his graduate studies with Maestro Bitetti and is currently pursuing the Doctor of Music degree in Guitar Performance and Literature. In 2001, Jensen won first prize in both the string division of the Indianapolis Matinee Musical competition, and the 4th Annual Competition in Performance of Music from Latin America and Spain in Bloomington.