[5] Nielsen became a mainstay in the team during the 1995–96 Superliga season,[1] as Brøndby won the Danish championship, and established himself as a regular starter.

Following the 2001–02 Superliga championship triumph with Brøndby, Danish international goalkeeper Mogens Krogh retired, and Nielsen was chosen as new team captain.

Brøndby was still in European competition, and would be forced to field a team consisting of retired Brøndby professionals, youth team players and recent signings who had yet to become members of the players' association, in the August 2004 UEFA Cup qualification re-match against FK Ventspils.

Two days before the match, Nielsen and teammate Dan Anton Johansen broke the strike and returned to the Brøndby training,[7] causing a lot of controversy in the process.

[6] In February 2008, Nielsen chose to resign from the position of team captain, stating that he would spend his remaining one and a half years at Brøndby helping the club move on, also if that meant him taking a place on the bench.

His last game in the blue and yellow jersey was his testimonial match against Spanish team Deportivo La Coruna on 12 July 2008.

[15] He likewise took part in the league national team campaign in Colombia, Ecuador and Venezuela in 1999,[15] with injuries forcing him out of the 1998 tour.

He played a total 10 national team games until November 2006, helping Denmark qualify for the 2004 European Championship.