After doing two one-off appearances in the ADAC Formel Masters in 2010, Nielsen went on to do a full season in 2011.

For 2012, Nielsen switched to the Porsche Carrera Cup Germany running in the B-class.

In 2015, Nielsen ran the entire IMSA SportsCar Championship in a GTD Aston Martin Vantage V12 under the TRG-AMR banner, partnering with Kuno Wittmer and James Davison.

The Dane continued in the IMSA SportsCar Championship in 2016, joining Scuderia Corsa to drive alongside Alessandro Balzan in a GTD-class Ferrari.

With another win at 6 Hours of Watkins Glen and four additional podiums throughout the season, Nielsen and Balzan won the 2016 IMSA SportsCar series Championship, with a 299-point total for the year, and thus Nielsen became the first woman to win a major full-season professional sports car championship in North America.