Playing for amateur club Middelfart GB in the Danish fourth division (Danmarksserien), Olsen was the league top goalscorer in the 2005–06 season.

He had trials with both Odense BK and Viborg FF, from the top-flight Danish Superliga championship.

He dived straight into the Superliga level for FCM, and made himself noticed with five goals in his first five games, all of them as a substitute.

On 24 June he moved to Skive IK following a highly successful trial at the club.

After the end of the 2012 season, he chose to retire from football at his age 29, deciding to prioritize his family.