I te ngahuru o te tau 1999, ka hainatia e Olsen he kirimana e rua tau ki te Danish Football Association (DBU) hei whakahaere i te kapa Danish, whai hua i muri i te whakauru o Denmark ki te 2000 European Championship. I te Hōngongoi 2000, i whakakapi ia i te kaiako Swedish Bo Johansson hei kaiwhakahaere o te kapa whutupaoro a Denmark. Hei kaiawhina kaiako, i kowhiria e Olsen a Michael Laudrup. Ko te tokorua i arahi i a Denmark ki te tohu mo te whakataetae 2002 FIFA World Cup, he kaupapa i mutu i te whakataetae o te rauna 16 ki Ingarangi i te hinganga 0<unk>3 i muri i te wikitoria o Denmark i te roopu roopu tuatahi. I mua i te 2002 World Cup, ka hainatia e Olsen he kirimana hou e wha-tau tae noa ki te Pipiri 2006. I te wa i haere a Laudrup ki te whakangungu i a Brøndby IF, i kowhiria e Olsen a Keld Bordinggaard hei kaiako awhina hou. I te taha o Bordinggaard, i arahi a Olsen i a Denmark ki te 2004 European Championship
Ko te whakataetae, i mutu anō i te wāhanga tuatahi o te tukinga atu. Kaore a Olsen i tohu i a Denmark mo te Ipu o te Ao FIFA 2006, engari i roa tana kirimana me DBU i te Noema 2005. Ko tetahi waahanga o te kirimana hou, tae atu ki te 2010 FIFA World Cup, ko te kawenga taapiri ki te tautuhi i te "aho whero", te kaikorero noa ranei, i roto i te mahi taranata o nga roopu taiohi a Denmark, na reira ka nui te awe o Olsen ki te whutupaoro a muri ake nei e purei ana a Denmark.