Born in
Tórshavn, Nielsen was signed by
Blackburn Rovers for a "small" undisclosed fee on 2 July 2007 from
BK Frem. Nielsen, who was on trial with Rovers in May, told the club website: "I am very pleased – it is a massive chance for me just to develop. I'm glad the manager and staff believe in me and I won't let them down." He transferred
Motherwell of the
Scottish Premier League on a six-month loan on 8 August 2008, before returning to Blackburn on 30 December 2008. Nielsen signed for
Manchester City on a two-and-a-half-year contract in 2009 and joined
Conference National side
Wrexham on loan shortly afterwards. He made his debut in a 1–0 defeat to
Histon on 28 March. which confirmed the suspected injury. 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. On 23 July 2010 Nielsen joined
League One team
Tranmere Rovers on loan until January 2011. He made his debut for Tranmere in a 2–1 defeat by
Oldham Athletic on 7 August, 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. In early April 2013, Nielsen signed for
Silkeborg of the
Danish Superliga. Nielsen immediately debuted for the club on 8 April 2013, a 1–0 defeat to
Aalborg. On 3 July 2013, Nielsen signed a 2-year deal with
Motherwell where he had previously spent six months on loan in 2008. He left Motherwell on 4 March 2015, by mutual consent. On 4 April 2015, Nielsen signed a one-year contract with the Icelandic club
Stjarnan. He made his debut for them on 27 April, in an
Icelandic Super Cup win over
KR. ==International career==