"I had been a reserve player for last year's team, so I knew I was on the radar, but when Blash called me about the opportunity, I was really excited," the 27-year-old explained. "So, I said I was coming and I canceled the vacation."
Instead of the sandy beaches of the Caribbean, Jensen packed his bags for Denmark, host of this year's event.
"I decided it was time to come to the homeland," he said with a smile. "I have great-great ancestors who are from here. I don't know if you saw all the Jensens on Team Denmark, but we're popular over here. There's even a Nicklas Jensen on their team too and we're about the same age so people get us confused a lot."
This is Jensen's first time wearing the USA Hockey jersey at an international event, but he said it has been well worth the wait.
"Coming over here with some of the best American players available -- all of them in the NHL and one really good prospect coming up in the draft (Michigan's Quinn Hughes) -- they're all really high-skill guys on the ice and great character guys off the ice," the stay-at-home defenseman said. "It's everything I expected it to be. It has been so fun playing in front of this crowd, even if they're not cheering for us. These fans have been great and it's still just so much fun to be out there."
After four games so far in the preliminary round, USA sits atop the Group B standings with 10 points after wins against Canada (SO), Denmark, Germany and Latvia (OT).
Jensen, who went goal-less with the Red Wings this season but finished the season with 15 assists, has a goal and an assist for Team USA.
"On my goal, I didn't do much. I just put my stick down and (Will Butcher) hit it. He did all the work," Jensen explained. "But it was definitely nice to finally get one this year."
Blashill agreed: "That was a big goal for Nick. I thought he got one late in the year for (Detroit) and he didn't get it. So, I was happy for him to get that one."
Known as one of those defensemen who logs a lot of minutes but doesn't often get noticed, Jensen has been focused on continuing to be a steady presence on the blueline and making safe, low-risk, high-reward plays while with Team USA.
"His skating is great and the other advantage Nick has is that he knows the way that I want to play," Blashill explained. "For some of these guys, it's a little bit of a different style and different systems, but Nick's already comfortable with it and I think it's a big advantage for him and for me too. I know he's going to play exactly the way I want him to."
As Team USA prepares for its final three preliminary games against Korea, Norway and Finland, Jensen is also trying to make the most of his time in Denmark.
"There's a balance between competing and coming here to win and it being a once-in-a-lifetime experience, coming to a new country and that sort of thing," he explained. "So you want to be able to enjoy it and not just see the rink and the hotel. You have to make sure you go out and explore Denmark and the city and enjoy the experience for everything it has to offer."
He also sees it as a way to keep playing highly competitive hockey in meaningful games and hopefully have a better ending to the season.
"Our season in Detroit didn't go exactly the way we planned it and it left a bad taste in our mouth," Jensen said. "When I talked to Blash about coming here, he said it was a chance to play well and show people what I can do and go into the summer on a high note.
"There's no better way to go into the summer than winning your last game. We wish it was a Stanley Cup, but a gold medal isn't a bad option either."
Team USA faces Korea Friday at 2 p.m. ET on NHL Network.
