Nielsen married actor Sylvester Stallone on December 15, 1985 at the Beverly Hills, California home of producer Irwin Winkler. Stallone and Nielsen worked together on 1985's "Rocky IV" (they were engaged during the production, and married after the release). Their marriage lasted 19 months, with their divorce finalized in July 1987. Their marriage and divorce were both highly publicised by the tabloid press. They had no children. Her second child, Killian Marcus Gastineau (born in 1989), was fathered by her ex-fiancé Mark Gastineau.