After completing his schooling in Copenhagen, in 1973 Bak Jensen married Susanne Høj, the daughter of photographer Ebbe Høj. He had many different jobs until, at the age of 30, he began to study at the Royal Danish Academy of Fine Arts (1980–1986). From 1987, he worked as a lector at the Academy in the phototechnical laboratory. He was the first graduate from the Academy to use photography as his only art form