Fenne was one of the strongest Norwegian biathletes between the mid-1980s and mid-1990s, along with Eirik Kvalfoss . Fenne's strength lay primarily in shooting and less in running, which is why he achieved good placings, especially in individual races. His first World Cup appearance was in Oberhof in 1984 , where he finished 12th in the individual. In 1986 in Antholz , he achieved his first podium with a third place. After he stayed below his potential at the Olympic Games in 1988 with a 30th place in the individual, he achieved his only individual World Cup victory at the subsequent home World Cup in Oslo , over 20 km. Together with Geir Einang , Frode Løberg and Eirik Kvalfoss, he also won the relay race there. The world championships in Feistritz an der Drau a year later were his most successful with a silver medal in the individual and a bronze medal in the relay. Fenne won his third World Cup victory in the same line-up as the winning relay team at the last World Cup race of this season in the team competition. Fenne won for the last time in 1992 with the Norwegian relay in Fagernes , together with Geir Einang, Jon Åge Tyldum and Frode Løberg. His second Olympic Games in 1992 were more successful than his first Olympic Games with a 9th place in the individual race and a 5th place in the relay.
He is married to the former biathlete Helga Øvsthus Fenne and is the father of two sons and a daughter, his son Thomas has already participated in the Junior World Championships, his daughter Hilde Fenne is running in the World Cup.