Nielsen was born in Rodovre,
Denmark. The daughter of a librarian and and engineer, Nielsen's first husband was Danish musician Kasper Winding. After the birth of their first son, Julian, Nielsen's career focus turned from modeling to acting. In
1985 she starred in
Red Sonya opposite
Arnold Schwarzenegger, followed by
Rocky IV, and
Cobra in
1986. Nielsen began a romantic relationship with
Rocky co-star
Sylvester Stallone after the two met on set. Nielsen and Stallone divorced in
1987, and she went on to have a child with former
New York Jets star
Mark Gastineau, in an extramarital affair. She was married to director Sebastian Copeland from
1990-
1992, and actor Raoul Meyer from
1993-
2005, before beginning a much publicized relationship with rapper
Flavor Flav. Since
2006 Nielsen has been married to bartender Mattia Dessi, whom she met on the set of
Strange Love.