The Ugly Betty actress, who appeared in Gervais's Extras, told Stylist that she and Gervais are still "so close".
Jensen said: "I forget that Ricky is famous but he invited me to the Golden Globes this year when he did his compering.
"I thought it was hilarious but Hollywood's just not used to it. They're used to people saying, 'Oh, you're amazing' and I think they got a bit comfortable with Ricky.
"They thought, Ricky's safe, he's done a couple of nice Hollywood films, but then he kind of went, 'Wahey, see what I'm going to do now you've employed me!'"
Jensen added: "So yes, I do see him if he's out here or if I'm back in London and we've both got time. Mostly we just eat, drink and laugh. Or rather, he laughs at me."
Hollywood Foreign Press Association president Philip Berk claimed that Gervais "crossed the line" and said "totally unacceptable" things when he hosted the Golden Globes for a second time earlier this year.
Gervais has said that NBC want him to return to compere the event for a third time, but he has instead planned his own live webcast to coincide with the show.
The comedy writer recently admitted that he was naïve in his use of the word "mong" in his stand-up material and on Twitter.
> Primetime Emmys 2011: Ricky Gervais jokes that he is 'not allowed on American soil'
Watch Ricky Gervais's opening monologue from the 68th Golden Globes below: