Early in his career Nielsen trained in Finland, which was the leading distance-running country at the time, and learned from Finnish runners. He won his first Danish championship title at 5000 m in 1930. Nielsen broke the 3000 m world record in Stockholm on 25 July 1934; he faced Poland's Janusz Kusociński, who held the previous record of 8:18.8, and defeated him. Nielsen's winning time was 8:18.3; as a world record, it was officially ratified as 8:18.4, since the IAAF's rules required times at the distance to be rounded up to the next fifth of a second. Later that year, Nielsen won bronze in the 10,000 m at the inaugural European Championships in Turin, losing only to Finland's Ilmari Salminen and Arvo Askola; he was Denmark's only medalist in the meet.