Bubacarr Sanneh provided the game’s opening goal for the visitors after 18 minutes.
The 22-year-old Mensah then collected the ball down the right-hand side of the field, danced past two Aarhus defenders before embarking on a solo run which Lionel Messi would have been proud of.
Mensah showed brilliant pace and close control to drive into the penalty area before placing the calmly into the back of the net to doubled te Alliance Club’s lead three minutes later.
However AGF halved the deficit courtesy Martin Spelmann in the 33rd minute.
There were no further goals in the second half and Bo Henriksen’s side got off to the perfect start with this hard fought victory.