 Nielsen began his career in the youth ranks of small Danish clubs Hjorten IF and Herlev IF, before joining the youth ranks of Akademisk Boldklub (AB) in the second-tier Danish 1st Division.He played 28 first team games and scored two goals as a semi-professional for AB.He was sold to 1st Division rivals Vejle Boldklub in September 2005, signing a full-time professional contract, and debuted in a 3-0 victory over former club AB on September 19.