She began her acting career working alongside her mother on the local revue and variety scene. At 18, she traveled to Paris, France, where she worked as an actress and model, which led to further work and study in Italy—at drama school in Rome and in master classes with Lydia Styx, a teacher at Piccolo Teatro di Milano in Milan. She lived in Italy for many years before moving to the United States.[citation needed]
She moved to the United States in the mid-1990s and made her first appearance in a major English-language film in 1997 as Christabella Andreoli in The Devil's Advocate, starring opposite Al Pacino and Keanu Reeves. This first minor breakthrough led to roles in the films Permanent Midnight (1998), Rushmore (1998), and Soldier (1998).[9]
In 2015, she appeared on the TV-2 album Det gode liv where she sang along with Steffen Brandt on the track "Brev til Mona". In September 2018 she appeared in the pilot episode of the CBS drama FBI with Jeremy Sisto and Missy Peregrym.
From 2004 to 2012, Nielsen dated Metallica drummer and fellow Dane, Lars Ulrich.[17] They have one son together.[18] Nielsen had a son, Sebastian from a previous marriage; and Ulrich has two sons Myles, and Layne, also from a previous marriage.[18]
Nielsen is multilingual, fluent in Danish, English, French, German, Italian, Norwegian, and Swedish. She also knows some Spanish.[19]
