Nielsen represented Denmark at the 2012 Hopman Cup alongside Caroline Wozniacki, but the pair could not get past the Group Stages. Nielsen had a 1–4 Win-Loss record at the event, 1–1 in doubles and 0–3 in singles. He played much higher ranked opponents in Tomáš Berdych, Grigor Dimitrov and Mardy Fish. He managed to win 1 set against Fish but eventually lost 4–6, 7–6, 6–4. Nielsen and Wozniacki still managed to pull out the doubles match against Fish and Bethanie Mattek-Sands 7–5, 6-3 and won their only tie against USA.