Blake's name will go down as the matchwinner, and rightly so for a fine 18th-minute near post volley which flashed past Ben Foster after a sustained period of Clarets pressure.
But Jensen deserved equal billing for a superb penalty save to deny Michael Carrick an equaliser just before half-time.
Jensen then kept his cool during a tense second-half that United dominated, without ever looking likely to deny a team desperately trying to record their first top flight win since 1976.
Thirty-three years is a long time to wait. Yet the explosion of noise that greeted the final whistle at Turf Moor suggested it was all worthwhile as Owen Coyle carved another famous day in Burnley's history, and his own managerial career, coming out on top against fellow countryman Sir Alex Ferguson in such unexpected fashion.