Danish Under-21 striker David Nielsen joined the Canaries on loan from Wimbledon on 14th December 2001 to cover for injuries to Iwan Roberts and Zema Abbey. He made an immediate impact scoring Norwich's second in a 2-0 win over Coventry on 15th December.

David began his career at FC Copenhagen but came to attention when with Grimsby in 2000/01 scoring five times in 17 league appearances. After trials with Sheffield Wednesday and Bradford, Wimbledon stepped in to sign him and he made 11 appearances for the Dons in 2000/01. However he could not be guaranteed first team football in South London and so was willing to kick-start his career in Norwich

After scoring the following week on his second Norwich appearance against Wimbledon, a return to South London looked unlikely. 2 goals at Sheffield Wednesday (29th December) and one at home to Walsall on New year's Day persuaded the Canaries to pursue his signature based on the informal agreement between the two chairmen prior to the loan. David finally agreed terms and signed for Norwich on 4th January 2002 at a cost of £200,000. David finished the 2001/02 season with 8 goals in 26 appearances, and continued scoring the following season with a last-minute equaliser in the second game of the season at Rotherham.

On March 22nd 2003, David was offered a loan spell at Sheffield Wednesday if it would help the Owls release defender Leigh Bromby on loan until the end of the season. This did not materialise and David has vowed to remain at Carrow Road and score the goals that City require.

Although included in Norwich's starting line-up for the first two games of the 2003/04 season, David failed to score in both matches and was guilty of missing some easy goals. However he spared manager Nigel Worthington of the decision whether to drop him (David hadn't scored in nine months) and whether to renew his contract at the end of the season. On Thursday 21st August, David dropped the bombshell that he wanted to return to his homeland for family reasons. A job offer from Denmark to his wife Tenna, who works in the computer industry, was too good to turn down. They decided that the interests of the Nielsen family would be best served if Tenna accepted her prestigious new appointment and her husband quit Norwich and resumed his career in the Danish First Division with Aab Aalborg.

"I've had a great time here and it was a very difficult decision to make," said Nielsen "But I have to look after my family and we've got a wonderful opportunity to go back to Denmark. It's something that came up pretty quickly and I just had to make sure everything was as promised back home before I made the decision. It's got nothing to do with living here. As I've said many times before we've all been really, really happy here. It's a wonderful place, especially for a family man like myself. I was happy here, my wife was happy here and my little boy was happy here too.

Norwich manager Nigel Worthington and the club's board accepted David's request and let him go on a free transfer although they will receive 25% of any future transfer fee."I think David would be the first to agree that if we kept him here against his will he probably wouldn't be half the player he can be. My reaction when we sat down and talked it through was one of shock. But I listened to David and I could tell by his voice that he needed to be with his wife and family. I appreciate that and understand that completely." The savings that Norwich make on David's wages gave them more room to manouever in bringing a new striker to Carrow Road - whether it be in transfer fees, signing on fees or wages. This proved vital as Peter Crouch, Darren Huckerby, Mathias Svensson and Leon McKenzie all joined the Canaries during 2003/4

In May 2004, David was embroiled in a gambling scandal along with AB's keeper Jimmy Nielson. David's name was splashed across the front pages of Denmark's national newspapers after his new club admitted at a press conference that their star striker and long-serving goalkeeper had accumulated debts of 1.6 million Danish krona (£160,000) with a local betting shop. So big was the pair's level of credit with the Aalborg bookies, the shop was forced to close for three weeks until the outstanding debts were cleared.

It was claimed the two players' interest in betting on football doubles (predicting the full-time scores of two games) were behind the shop's closure, and the board of directors at Aalborg decided to name and shame the pair, as well as setting up counselling sessions on gambling problems. The club stressed that they had not done anything illegal but that counselling sessions would be provided to help identify any gambling addictions. At the time, David Nielsen was Aalborg's second top scorer this season with six goals from his 22 appearances and with the club fifth in the table, their Director of Sport Lynge Jacobsen is more than happy with the pair's efforts on the pitch. "Both of them have performed well and I do not believe that their playing has been detrimentally affected," said Jacobsen.

David was sacked by Aalborg in mid-February 2005 after assaulting a team-mate during training. Midfielder Allan Gaarde was left with concussion after reportedly being punched in the face by Nielsen in an ugly bust-up on Monday 14th February. The attack left Aalborg with little option but to effectively sack their star striker who was their top scorer with eight goals from his 21 Aalborg outings this season. Aalborg announced Nielsen's sacking in an official statement on their web-site with Gaarde claiming he has no recollection of the incident at all after being knocked out by Nielsen's flying fist. It read: "Due to the incident in Monday's training session, the club AaB and David Nielsen have decided that he will no longer play for Aalborg and will no longer train with the club.At the same time, David Nielsen has been put on the transfer list. All parties have expressed their regret at the incident, but feel this is the best way forward for both the football club and David Nielsen." - David was sold to FC Midtjylland during March 2005.

On 24th May 2006 it was announced that David had signed for Norwegian side Start, based in Kristiansand, and will be available to them from 1st July 2006. David though missed his family and returned to Denmark joining Odense in July 2007.

In April 2008, David signed on loan for Norwegian side Strømsgodset IF

In November 2008, Nielsen admitted match-fixing, throwing a game on purpose when his side AaB played FC Copenhagen in May 2004. Nielsen's motivation to cheat came from massive gambling debts.

In January 2009, he was transferred to Norwegian side Brann as a part of a deal where Njougu Demba Nyren went in the opposite direction

After his contract with Brann expired in June 2010 Nielsen stayed in Bergen and together with Per Ove Ludvigsen and Kjetil Knutsen offered organized soccer practice for kids through a company called Max Fotball.

In 2011, he became assistant manager of Lov-Ham before becoming manager later that year of Nest-Sotra who play in the Norwegian second division.

In November 2013, he was appointed assistant manager at Strømsgodset IF. Seven months later, he was appointed manager when Ronny Delia left for Celtic

He left Stromsgodset on 25th May 2015. On 17th June 2015, he became manager of Danish 1st Division club Lyngby. He led them to promotion in 2016 and a third place finish in the Danish Superliga the following season. On 30th September 2017 he signed a three-year- contract as coach for Danish Superliga team AGF Aarhus.

He stayed with AGF until 21st May 2022, being replaced the following month by Uwe Rosler.

On 8th December 2023 he was appointed as manager of Greek Super League side Kifisia until the end of the 2023/24 season. He was dismissed on 29th January 2024 after six weeks in the role.

He returned to Denmark on 5th March 2024 to become manager of Lyngby.