 In October 2001, Neilson moved to Grimsby Town on a free transfer, but played just 12 games before being released in February 2002.Later that month following his release from Grimsby, Neilson joined Luton Town, where he went on to make 57 appearances, scoring once against Stockport County.Neilson joined Conference Premier club Tamworth in 2006, linking up with former Southampton teammate Richard Dryden.