Fenger made his competitive debut for Randers in the 2008–09 season, making three appearances. During the 2009–10 season, Fenger formed a strong central-defence with Anders Egholm as part of a Randers-team that miraculously avoided relegation after being 13 points under the relegation-line half way through the season. Fenger and Randers ultimately ended up 10th and avoided relegation, in a season that has since been described as the most dramatic in the history of the club. The upcoming 2010–11 season, Fenger played 16 league games as Randers had a hard time following up on their results from the previous season. Ultimately the club finished 11th, thus facing relegation to the Danish 1st Division. Staying with the club despite of the relegation, Fenger, once again, played a vital part in a team that secured a second place in the Danish 1st Division and thereby earned a promotion to the Danish Superliga in the 2011–12 season. Fenger played a total of 25 league games throughout the campaign. In the 2012–13 season, Fenger was a key player in the central defence, playing a total of 32 league games. The season ended with Randers securing a third place – the best league result in the history of the club. Fenger also helped the club to reach the final of the Danish Cup, where the team lost 0-1 to Esbjerg FB. Following several strong seasons, Fenger was promoted to vice-captain of Randers during the 2014–15 season, marking his growing influence in the squad. Fenger played a total of 32 out of 33 league games, as Randers finished 4th in the league. On August 16, 2015 in a match against OB, Fenger made his 200th appearance the club, becoming only the second player in the club's history to reach this milestone. In March 2016, Fenger was promoted to captain at Randers.
Hammarby IF
On 17 February 2017, Fenger agreed to join the Swedish Allsvenskan club Hammarby IF on a pre-contract. His three year-deal came to effect on 15 July the same year. Fenger made his competitive debut for the side on 17 July, playing the whole game in 3–0 loss against Elfsborg. He quickly established himself as an important member in manager Jakob Michelsen's side, usually pairing up with compatriot Bjørn Paulsen in the central defence. After making 10 appearances for Hammarby, Fenger was ruled out for the remainder of the season following a serious groin injury, which he attracted in a 2–1 win against IFK Göteborg on 20 September. Fenger went under the knife in October, with an expected return in early 2018. On 7 October 2018, Fenger scored his first goal for Hammarby, from a spectacular free kick, in a 4–2 away win against Brommapojkarna. After an impressive 2019 season, where Fenger played a key part as Hammarby finished 3rd in the league, he signed a new four-year contract with Hammarby lasting until the end of 2023.
