In June 1894, Neilson and Terry appeared together in "Shall We Forgive Her?" by Frank Harvey at the Adelphi Theatre, with Neilson as Grace. The next year, she played Lady Chiltern in Wilde's comedy "An Ideal Husband" at the Haymarket under the management of Lewis Waller. She gave birth to her second child, Dennis, in October 1895. Two months later, the family travelled to America to perform with John Hare's company. There they played together in New York in "The Notorious Mrs. Ebbsmith" by Arthur Wing Pinero, with Neilson as Agnes. In 1896, they returned to England where, at the St James's Theatre, Neilson played Princess Flavia in "The Prisoner of Zenda" by Anthony Hope, remaining at that theatre for two years. There she played Rosalind in the extremely successful run of "As You Like It" (in which role she toured North America in 1895 and 1910). She played the title role in Pinero's "The Princess and the Butterfly" in 1897. Her husband appeared with her in "The Tree of Knowledge" and other plays from October 1897 until the summer of 1898; her roles included Beatrice in "Much Ado About Nothing". Next, they appeared in "The Gipsy Earl". Again with Tree's company, now at Her Majesty's Theatre, Neilson was Constance in "King John" (1899) (and appeared in an early short silent movie recreating King John's death scene at the end of the play) and Oberon in "A Midsummer Night's Dream" (1900). They then toured in "As You Like It".