Born in Tórshavn, Nielsen was signed by Blackburn Rovers for a "small" undisclosed fee on 2 July 2007 from BK Frem.

[5] Nielsen signed for Manchester City on a two-and-a-half-year contract in 2009[6] and joined Conference National side Wrexham on loan shortly afterwards.

[10] Nielsen made his Premier League debut on 24 April 2010 as a substitute for injured Shay Given in the 76th minute during Manchester City's stalemate against Arsenal.

[15] However, weeks later he rejoined the Manchester City squad, but was again released by the club after signing former England international Richard Wright on transfer deadline day.

He officially left the club on 7 December and told the Manchester City website he hopes to join a team in England or the Scandinavian Region in January 2013.