Growing up in Store Merløse, Nielsen started playing for local side, MUK before being signed to the youth academy of FC Roskilde.
[2] He featured regularly for the club, ending the season with a staggering 34 goals, making him the topscorer of the division.
[3] After making only five appearances for Rosenborg in his first season, Nielsen joined AGF on 31 August 2015 on a one-year loan deal with the option for a permanent contract.
[7] Upon his return, Rosenborg-coach Kåre Ingebrigtsen expressed that, considering the club's strength at the winger position, it would be difficult for Nielsen to find his way into the squad, and that a solution had to be found.
[8] On 17 August 2016, Nielsen rejoined Danish 1st Division club FC Roskilde on a two-year contract, hoping to refind his old form after only making 15 total appearances in two seasons.