Olsen started his career at local club, ASGI from Alsønderup, outside of Hillerød, but later joined the FC Nordsjælland at the age of 12.
[2] Already at the age of 17, Olsen was called up by the coach of the Danish national under-21 football team, to replace an injured Kasper Junker in June 2017.
On 24 July 2019, it was confirmed, that Olsen had left Denmark after two seasons in the Danish Superliga, to join Italian Serie A club Bologna.
[8] He made his debut on 2 February in a Belgian Cup match against Gent, coming off the bench for Ruud Vormer at half-time and providing the decisive assist for Charles De Ketelaere, securing a 1–0 win for his team.
[12] Olsen was called up to the senior Denmark squad for the UEFA Nations League matches against Belgium and England in September 2020.