Olsen spent the vast majority of his professional career in the United States with D.C. United in Major League Soccer, which he joined straight out of college. Over the course of 12 seasons with United, Olsen made 221 appearances, scoring 29 goals and making 49 assists. During that time he won two MLS Cup titles, two MLS Supporters' Shields and one U.S. Open Cup winners medal. His individual honors include two-time MLS All-Star, 1998 MLS Rookie of the Year, MLS Cup '99 MVP and 2007 MLS Best XI.