Nielsen has attracted controversy at various times in his career for falling into serious gambling debt, assaulting a teammate and then, in November 2008, admitting matchfixing in a Danish game played in 2004.

He received offers from English club Tottenham Hotspur and Bayern Munich in Germany,[1] but decided to stay in Denmark, as he was brought to OB in the top-flight Danish Superliga in May 1993, 16 years old.

[4] When his loan deal ended in March 2001, Nielsen moved on to English club Wimbledon on a free transfer.

However, he was unable to maintain his initial impressive scoring rate and left the club at his own request to return to Denmark in August 2003.

He became an immediate hit scoring seven goals in 21 matches, but left the club during the reign of manager Stig Inge Bjørnebye.

Nielsen was sold to the Norwegian club Brann as a part of a deal where Njougu Demba Nyren went in the opposite direction in January 2009.

[6][7] During his stay in Brann, Nielsen has spent most of his time as a substitute, and when he had been playing, he had the role as a facilitator for the other striker Erik Huseklepp.

[8] After his contract with Brann expired in June 2010, Nielsen planned to stay in Bergen and, together with Per Ove Ludvigsen and Kjetil Knutsen, to offer organized soccer practice for kids through a company called Max Fotball.

In his 2008 autobiography, Nielsen admitted playing to deliberately lose a Superliga match between AaB and his former club Copenhagen in May 2004.

In February 2005, Nielsen was sacked by AaB when he physically attacked teammate Allan Gaarde during a training session, leaving him with a concussion.

"[10] During the pre-season of 2010–11, in a friendly against English side Leeds United, he made a 'shocking high-footed' tackle against winger Robert Snodgrass, who was injured and missed the start of the campaign.

[23] Nielsen returned as manager of Lyngby on 5 March 2024 on a contract running until the end of the season following the sacking of Magne Hoseth.