Nielsen, 54, confirmed his departure following the expiry of his contract, which began in December 2024. The Greenlander guided Japan to their third Asian title in four tournaments, defeating hosts Australia 1-0 in the final on March 21.
During the tournament, Japan scored 29 goals while conceding just one, earning widespread praise for their performances. Nielsen described his team as "inspirational" and expressed his gratitude for working with such talented players. Prior to joining Japan, he had coached Denmark and Switzerland's women's teams and served as technical director for Manchester City's women's side.