The UN official has struggled to engage Kosovo Serbs politically
Mr Jessen-Petersen, who is stepping down on Friday, told the BBC that Serbia was dissuading Kosovo Serbs from taking part in running the province.
He said high unemployment, rather than security fears, was the reason why so few Kosovo Serb exiles had returned.
The Serbian province has been run by the UN since the war in 1999.
Mr Jessen-Petersen said Kosovo Serbs formed less than 10% of the province's population, but he had spent more than that amount of his time reassuring them that they had a future in Kosovo.
He also warned that investors would stay away until Kosovo's final status was settled.
And he reiterated that the settlement had to be acceptable to the ethnic Albanian majority, which wants independence.
The Serbian Prime Minister, Vojislav Kostunica, said this week during a visit to Kosovo that the province would always remain part of Serbia.
That flare-up in violence was widely seen as a wake-up call for the UN and the international community in general that they could not allow the uncertainty over the future of Kosovo to be prolonged much longer, the BBC's South-East Europe analyst Gabriel Partos says.
There was growing awareness that Kosovo's interim status - legally part of Serbia, but administered by the UN - needed to be replaced by a long-term settlement.
Mr Jessen-Petersen responded by acknowledging on his arrival in Pristina that there would be no stability in the Balkans until the status of Kosovo was resolved.
A comprehensive survey conducted for the UN last summer concluded that conditions were ripe for launching the status talks, which got under way in February under the UN's special envoy, Martti Ahtisaari.
The start of the talks came after Kosovo's politicians had coped with the strains arising from the resignation of Prime Minister Ramush Haradinaj - indicted on war crimes charges last year - and with the death of President Ibrahim Rugova, who symbolised the Kosovo Albanians' struggle for independence.
Mr Jessen-Petersen, a Danish lawyer who has spent years doing humanitarian work with the UN, is leaving his post for family reasons.
Unmik will be headed by his principal deputy, US diplomat Steven Schook.
The coming months are likely to be very eventful for the new Unmik head, as the six-nation Contact Group - driving the diplomatic process to determine Kosovo's status - has indicated it would like the talks to be concluded by the end of the year.If that is achieved, Unmik is likely to remain in place at least until mid-2007 to oversee the transition to a new status. BBC