 Nielsen was born the second of three boys, the elder, Erik Nielsen (1924–2008), was a long-time Canadian Member of Parliament, cabinet minister, and Deputy Prime Minister of Canada from 1984 to 1986.Nielsen's half-uncle Jean Hersholt was an actor known for his portrayal of Dr. Christian in a radio series of that name, and the subsequent television series and films.In a 1994 "Boston Globe" article, Nielsen explained, "I did learn very early that when I would mention my uncle, people would look at me as if I were the biggest liar in the world.