Dag Jensen was born in Horten, Norway and began bassoon lessons at the age of eleven with Robert Rönnes. He later studied with Torleiv Nedberg at the Norwegian Academy of Music in Oslo. He won his first orchestral position with the Bergen Philharmonic Orchestra at the age of sixteen and was promoted to co-principal of the same orchestra soon after. He continued to study with Prof. Klaus Thunemann in Hanover.

He was Principal Bassoonist of the Bamberg Symphony Orchestra from 1985-88 and held the same position in the Cologne Radio Symphony Orchestra from 1988-97. He is a member of the Saito Kinen Festival Orchestra and the Mito Chamber Orchestra, both with Seiji Ozawa as artistic director. Jensen was the Principal Bassoonist when Claudio Abbado founded the "Luzern Festival Orchestra" in 2003.

Dag Jensen won a first prize at the Norwegian Youth Music Competition and twice won the coveted ARD Music Competition in Munich, in 1984 and 1990.

His numerous solo appearances with renowned orchestras including, among many others, Bavarian, West German and South German Radio Symphony Orchestras, the Mito Chamber Orchestra, Japan, the Royal Swedish Chamber Orchestra, Camerata Academica, Salzburg, Würtemberg Chamber Orchestra and the Norwegian Chamber Orchestra with conductors like Seiji Ozawa, Sandor Vegh, Serge Baudo and Iona Brown have taken him throughout Europe and Japan.

Chamber music plays an important part in his musical life, and he is a member of the Sabine Meyer Wind Ensemble and of the Ensemble Villa Musica, and is a regular guest at several music festivals, including the "Schubertiade", in Feldkirch, Austria, "Spannungen", in Heimbach and "Glasbemi September", in Maribor, Slovenia.

His artistic career is well documented on CD, with piano accompaniment as well as chamber music works and bassoon concertos.

Dag Jensen has been Professor at the Hanover Academy of Music and Theatre since 1997.