"We’ve not debated that yet, so I wouldn’t be able to say we’re in favour of it or against it," the 44-year-old leader said of a hard-line proposal to no longer recognise Islamic marriages for immigration purposes.
The report, Sustainable Immigration, was put together by some of the party's most vehemently anti-Islamic and anti-immigration figures, such as deputy leader Per Sandberg, and Oslo politician Christian Tybring-Gjedde.
It cites figures that show that each non-Western immigrant costs the equivalent of 42 years of an average Norwegian's tax payments, and calls for immigration from non-Western countries to be sharply reduced from from close to 20,000 a year to about 1,500 a year.
In the interview, Jensen stressed that the report was not yet party policy.
"Some of these proposals will be more widely accepted, some are more controversial and need to be discussed. But I think the whole idea about this is to figure out how to make immigration more sustainable in the future."
Martine Aurdal, political editor of the Dagbladet newspaper and Jensen's biographer, said that since the twin attacks of Anders Breivik in 2011, Jensen had left more extreme rhetoric to others in the party.
"Siv Jensen used to talk about 'the hidden Islamisation of Norway', and she doesn't do that any more," she said.
Jensen told The Local that she understood and felt compassion for immigrants.
"I truly understand why people want to move to a better place," she said. "But then we need to be very clear about what are the playing rules around the country where you want to establish yourself. You need to facilitate work, and facilitate people’s ability to take part in society, rather than to be outside of society."
Although the immigration report cited Somali immigrants as one of the biggest drains on the Norwegian tax-payer, Jensen stressed that Somali people could often be entrepreneurial.
"The strange thing is that they seem to struggle here, whereas if you look at the US statistics, they’re quite successful, so it’s not probably the Somalis that represent the problem, it's the government’s policy. It’s an attack on the policy, rather than on immigrants."
As for Islam, she argued that problem was the way extremists refused to recognise the primacy of Norwegian law.
"We have to separate here between radical Islamic thoughts and secular Islam, and I think there’s a huge difference between the two," she said. "I think that no society should be governed based on religious beliefs, because I believe in the freedom to believe in whatever you believe in and that you shouldn’t mix that with politics."
Jensen refused to accept that the country's Liberal and Christian Democrat parties, who last month wrote that they would refuse to be in a coalition with the Progress Party, were really seeking to block her party from government.
"I don’t think that’s what they said. They have said the same thing for a long time, which is that they would be more than happy to sit down with us and the Conservative party if the four of us gain a majority in the election and see if we have a big enough ground to form a coalition government. They’re a little bit more sceptical about being part of the government, but they would be able to support it."
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She said that when she came under attack for her party's strong views, she drew on the example of her idol, the former British prime minister Margaret Thatcher.
"She was a very, very strong and she was loved and hated, and I think that’s something that a politician will go through if you have very clear statements and if you really want to make a difference. People will love you and people will hate you."
After a political career that started with her election to parliament at just 18 years old, she said that she and her party were now finally ready for power.
"The Labour Party actually existed for forty years before they formed their first government, and now we have existed for forty years and hopefully we will form our first government as well, and we are ready to take on the responsibility."
The whole 20-minute interview can be viewed below: