She has also starred in films such as Soldier (1998), Mission to Mars (2000), One Hour Photo (2002), Basic (2003), The Hunted (2003), The Ice Harvest (2005), Nymphomaniac (2013), 3 Days to Kill (2014), Inheritance (2020), and Nobody (2021).

[4] Her father, Bent Nielsen, was a bus driver, and her mother, Laila Inge-lise Matzigkeit (1945–2014), was an insurance clerk, who also acted and wrote musical reviews.

[8] She moved to the United States in the mid-1990s and made her first appearance in a major English-language film in 1997 as Christabella Andreoli in The Devil's Advocate, starring opposite Al Pacino and Keanu Reeves.

[9] In 2000, Nielsen appeared as Lucilla in Ridley Scott's Gladiator, starring opposite Russell Crowe and Joaquin Phoenix.

Since then, she has starred in American films including Mission to Mars (2000), One Hour Photo (2002), The Hunted (2003), and Basic (2003), for which she had to cut off most of her hair.

[14] With Charlotte Gainsbourg, Jamie Bell and Uma Thurman, Nielsen appeared in the 2014 Lars Von Trier film Nymphomaniac.