At Odense, he was a part of the team that won the 1993 Danish Cup and he was then brought to league rivals FC Copenhagen in 1994. He played a single season for the club, where he was team captain, before he moved to main rivals Brøndby IF in 1995. In his year at Brøndby, the club won the 1995–96 Danish Superliga championship, and Nielsen was named Brøndby IF "1995 Player of the Year". He was called up for the Danish national team under national manager Richard Møller Nielsen. Nielsen made his debut against Armenia on 16 August 1995. He came on as a substitute and following 45 seconds on the pitch, he scored the second goal in Denmark's 2–0 win. He was called up to represent Denmark at the Euro '96 tournament hosted by England, where he scored one goal in his only match, the 3–0 win against Turkey.