At the age of thirteen, Bodenheim began formal art training, enrolling in a drawing course at the Gebouw van den Werkende Stand on the Kloveniersburgwal 87 in Amsterdam.

In 1895, Bodenheim made her artistic debut in De Kroniek, a leading periodical of the time, with a colored lithograph illustrating the popular song Toen ik op Neerlands bergen staat.

She also made botanical drawings for Professor Hugo de Vries to clarify his mutation theories and copied objects from her brother Frederik's art collection.

On large-meshed canvas, she embroidered with wool and cotton threads depictions and portraits of famous people from the world of sports and theatre, including dancer Josephine Baker and actor Charlie Chaplin.

She also made lampshades and cushions, and designed costumes for the play A Winter Evening Fairytale, performed in 1922 at the Amsterdam City Theatre under the direction of Willem Royaards.

In 1924, the Société Céramique in Maastricht produced a children's tableware set featuring images of the Kakelbont chicken family, for which Nelly provided the drawings and Lizzy Ansingh the text.

Nelly maintained close contact with fellow students at the academy, including a group of friends referred to as the Amsterdam Joffers by art critic Albert Plasschaert (1874–1941).