Nielsen grew up in the Washington, District of Columbia and Bethesda, Maryland areas, the daughter of Homer Nielsen (1912-2005), who was born in the Philippines, and Eloise (née Gerard) Nielsen (1918-2009). Her mother, a Democrat, worked in government, at one point for president Jimmy Carter, and her father was a United States Navy captain.
She trained at Northwestern University (Bachelor) and the Yale School of Drama (Master of Fine Arts).
Broadway Nielsen has appeared in several Broadway shows. Her first appearance was in the 1985 production of The Iceman Cometh as Pearl. She next appeared in Jackie: An American Life (1997) playing various characters, including Rose Kennedy and Marilyn Monroe.
In 2000 she played the role of Ninetta in a new production of The Green Bird.
In 2005 she played Eunice Hubbell opposite Natasha Richardson"s Blanche Dubois and Amy Ryan as Stella in A Streetcar Named Desire. In 2008 she played Madame de Volanges opposite Laura Linney as Marquise de Merteuil in Dangerous Liaisons and also played Anna in To Be or Not to Be.
In 2010 she played The Storyteller in Bloody Bloody Andrew Jackson. She later appeared on Broadway in Christopher Durang"s play Vanya and Sonia and Masha and Spike as Sonia.
In 2014, she returned to Broadway, playing the role of Penny Sycamore in You Can"t Take lieutenant with You.
She played the role until the show closed on February 22, 2015, after 169 performances. Office-Broadway Nielson has appeared in numerous Office-Broadway shows. Her first Office-Broadway appearance was in a 1984 New York Shakespeare Festival production of Henry V at the Delacorte Theater in which she played Mistress Quickly.
In 1988 she appeared opposite Laura Dern in The Palace of Amateurs.
In 2005 she starred as Veronica in Christopher Durang"s play Mission Witherspoon at Playwrights Horizons. In 2007 she played the lead role of Mary in Crazy Mary by A. R. Gurney at Playwrights Horizons, also starring Sigourney Weaver.
She has also appeared at the Guthrie Theater and in many regional theatre productions.
Nielsen was nominated for the 2013 Tony Award for Best Lead Actress in a Play for her performance Vanya and Sonia and Masha and Spike as Sonia. Foreign this role, Nielsen was nominated for the 2013 Tony Award for Best Lead Actress in a Play. She won an Obie Award for Best Actress for her role as Madeline Newell in Dog Opera (1995). She won the Obie and a Drama Desk Award nomination for Best Featured Actress for her role as Mistress Siezmagraff in Betty"s Summer Vacation (1999) by Christopher Durang.
