These roles led to an invitation for Neilson to join Herbert Beerbohm Tree's company, in which she toured in "Captain Swift", "The Red Lamp" and "The Merry Wives of Windsor". She remained with Tree's company for five years at the Haymarket Theatre as a tragedienne, beginning with the role of Julie de Noirville in "A Man's Shadow", which opened in September 1889. In 1891, Neilson married another actor in the company, Fred Terry, the brother of Gilbert's former protégée, Marion Terry (and the actresses Kate, Ellen and Florence Terry). Neilson and her husband appeared together in Sydney Grundy's translation of the French play "A Village Priest" and numerous other productions together with Tree's company, including "Beau Austin", "Hamlet", "Peril" and Gilbert's "Comedy and Tragedy" (1890). She also played Drusilla Ives in "The Dancing Girl" (1891) by Henry Arthur Jones, and Terry and Neilson's daughter Phyllis was born in 1892. Neilson was soon back on stage as Lady Isobel in Jones's "The Tempter" (1893), and created the role of Hester Worsley in Oscar Wilde's "A Woman of No Importance" (1893). A review of Neilson's performance in the play "Ballad Monger" in 1890 declared: