Part of his argument is that police enforcement efforts have proved fruitless.
"We now want to take the trade away from the gangs and create a controlled market where people can buy cannabis and know its strength," Jensen said in an interview last month with the Copenhagen Post.
"By regulating it we can also bring healthcare professionals closer to people that abuse cannabis."
But the Copenhagen mayor's cannabis legalization call has sparked concerns in southern Sweden, where marijuana would be for sale just a short train or car trip away if legalized.
Nineteen local politicians from municipalities in Skåne, as well as Skåne region councillor Anders Åkesson of the Green Party, have penned a protest letter to Jensen expressing their displeasure with the plans.
"We want to distance ourselves from every step that could change attitudes to narcotics in the Öresund Region," the politicians wrote in their letter to Jensen.
Åkesson fears that legal cannabis sales in Copenhagen would "legitimize" the drug.
"There is a clear risk that the drug will end up in the hands of more children and young people if it's sold in stores in Copenhagen," Åkesson told the regional Sydsvenskan newspaper.
Jensen wants to carry out a 3-year trial of regulated marijuana and hashish sales in Copenhagen for anyone over 18.
So far, however, Jensen's plans have gained little traction with the Danish government and parliament.