After making his debut in karting, he joined the Audi Sport Academy and took part in the German Formula 4 championship, winning the Rookie title.In 2017, he entered the world of closed-wheel racing, while continuing to compete in karts and Formula 4. He began in the Ferrari Challenge where he won both races on his debut in 2017, which encouraged him to continue in the Prancing Horse’s one-make series the following season.

Nielsen found the Challenge an excellent training ground, as we can see by his ten victories and permanent presence on the podium. He walked away with the European series and the world title in the Finali Mondial at Monza.The transition from the 488 Challenge to the 488 GTE was natural and, in 2019, he debuted in the European Le Mans Series with Luzich Racing. He secured the title in the 488 GTE alongside Fabien Lavergne and Alessandro Pier Guidi, with four wins in six races. He was also named ‘Rookie of the year’. He then entered the FIA World Endurance Championship with the 488 GTE of AF Corse, in the LMGTE Am class, together with François Perrodo and Emmanuel Collard. In December of the same year, he became official Competizioni GT driver. In his first year in the FIA World Endurance Championship, driving the 488 GTE of AF Corse in the LMGTE AM class, the Dane won the championship triumphing in the FIA Endurance Trophy together with François Perrodo and Emmanuel Collard. In 2020, he competed in the GT World Challenge Endurance Cup alongside Alessandro Pier Guidi and James Calado.