In an interview with newspaper Politiken, Jensen also said that the city needed to continue work to secure itself against terror attacks like those seen in Nice, Berlin London and Stockholm.
The use of trucks or cars as weapons by driving them into large crowds in big cities has become model seen in repeated terror attacks over the last 12 months.
“Our open and free democracy is vulnerable to people who hate out societal model and lifestyle. That vulnerability comes to the fore when someone decides to drive a truck down a pedestrian street,” said Jensen.
The Copenhagen Mayor has recently returned from a meeting in Stockholm with fellow mayors from Helsinki, Oslo and the Swedish capital, in which the increasing threat of terror was discussed, reports Politiken.
Jensen praised the was Swedish authorities handled Friday's attack in Stockholm, in which four people died.
“It is actually a wonder that there were not more people killed. There could have been a mass killing, with a truck being driven through a crowd,” he said.
Jensen told the newspaper that a number of valuable lessons from the incident in Stockholm could be drawn on in the effort to make Copenhagen safer, including traffic around central parts of the city, security around the scene of the attack, and response to a public looking express its sorrow and sympathy to the event.
The Danish capital is “extremely well” prepared to deal with a similar threat, said Jensen.
But an attack similar to the one on Stockholm would stretch resources in Copenhagen to their “absolute limits”, said Tim Simonsen, leader of operations with response coordination authority Hovedstadens Beredskab.
“The threat from vehicles has prompted us to spend several months adapting our response and setting aside more resources. We are doing this in close coordination with the other authorities,” Simonsen told Politiken.
“We have ongoing meetings with the chiefs of police and coordinating elements of our overall contingency,” Jensen said, but added that remaining prepared was an ongoing task.
One of the more visible signs of the preventative measures is the appearance of large concrete blocks the prevent vehicles from driving onto busy pedestrian areas like the Strøget high street and Rådhuspladsen central square.
“We should not be naïve, and that's something we definitely are not. In Stockholm there was a terror barrier like the one we have in Copenhagen. So even though a lot is being done, you can never completely guard yourself. We should not believe that antiradicalisation and antiterror just consists of physical barriers. It is a fundamental intelligence and police task to monitor people that could pose a threat to public safety, that is the most important task. And it is also where we use most of our resources,” Jensen told Politiken.