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Both of Nielsen's parents were teachers, and as it was his father's wish to live and work in Greenland, Nielsen was born there. During his first years, he lived in a village of 25 inhabitants. When he was five, his parents separated, and with his mother he moved back to Denmark while his father and his brother stayed in Maniitsoq. Born with a serious back problem, his doctor forbade him to play soccer. To compensate for his weakness, he chose large amounts of muscular strength exercises, and played soccer anyway. During a game, he fell onto the side fence, and broke a vertebra. With great luck, he avoided a paraplegia. After that accident, he stopped playing, and later chose a career as a trainer and studied sports psychology.