In his recently released autobiography, the Sporting Kansas City goalkeeper Jimmy Nielsen speaks candidly about many aspects of his life – from memories of skipping school to play soccer, through to his two disastrous spells in England and the move to America which he believes saved his career.

Some of the most powerful passages, however, relate to the gambling addiction that Nielsen wrestled with for a large part of his adult life. In the following excerpt, he recalls his first visit to Las Vegas – made with his now wife, Jannie, when he was still in his early 20s and just at the outset of his sporting career:

Jannie wasn't that interested in gambling, so she went to have a look at the shops while I hit the tables. For the first few hours I was killing it, winning a lot of money. After a while, Jannie came back to the hotel to take a nap, but I stayed down there at the roulette table. My numbers kept coming up. I had won about $20,000 by dinnertime, and I got my chips changed into big handfuls of twenties and fifties. I went up to the room and woke Jannie up to show her my winnings. We just started dancing around the room, throwing the money up in the air and jumping on the bed.

We went to dinner and I gave her some money to go shopping again. I went back to the tables. Eventually she came back and said she was going to bed, but I stayed down there to carry on gambling. My luck had turned, and by this point I had lost most of what I won earlier in the day. But I had come to Vegas prepared – I had a secret stash of extra gambling money tucked into the inside pocket of my jacket, about $30,000 in Danish currency that Jannie didn't know about.

Soon that money was gone, too. With nothing left, I had no choice but to go back up to my room and crawl into bed. I slept for maybe an hour. After that I was just lying in bed, staring at the ceiling and thinking about getting back to the casino to win back what I had lost. I knew we had a few thousand dollars of emergency money in the safety deposit box, so I nudged Jannie awake and asked her for the combination. She gave it to me and straight away, and I climbed out of bed and took the money with me back down to the casino floor.

Of course, I lost that money, too. When I came back up to the room, Jannie was wide awake and looking panicked. "Where the hell have you been?" she asked.

"I went down to have a gamble."

"But the safety deposit box is open!"

"Yeah, you gave me the combination so that I could get the money out."

"No I didn't. I haven't spoken to you since I went to bed."

She had given me the number in her sleep. After that we were up for a few hours talking about what had happened. She had seen all that money I won earlier in the day, so even though she didn't know about my secret stash, she knew I must have lost a lot of money. I was pretty unpopular that night, but I'm sorry to say that wasn't the lowest point of the trip.

Jannie lent me her credit card the next day so I could have some spending money, but I took it and went gambling again. I lost a ton of money on her card, which she was furious about, and on the last day I tried to borrow even more off her. This time she said no, but I kept asking over and over, telling her I only needed a little bit and would pay her back when we got home. She got so desperate that she wound up locking herself in our bathroom just to get away. Even then, I stood outside for a while, telling her to pass me the card underneath the door.

Already, at twenty years old, I was sick in my head for gambling. I honestly can't tell you what was going through my mind as I stood outside that bathroom door, beyond the simple thought that I needed to get some money to bet with so I could win back the money I had lost. As a serious gambler you were always doing that, chasing your losses, but by doing that, you only make them bigger. Then you have to bet even more to turn it around, and it just keeps on getting worse.

So large did the stakes become for Nielsen that at one point that he was able to win half a million dollars in a single night in a casino, then lose $350,000 in the same venue on the very next evening.

He worked hard to disguise the extent of his betting from friends and loved ones, but would eventually embark on a losing run from which he could not escape. Along with his team-mate David Nielsen (no relation), he ran up such big debts with a local bookmaker that the latter was forced to go out of business.

In this next excerpt, Nielsen relates the story of how things finally came to a head several years later. Jørgen, referred to in this passage, is the name of the bookmaker. Aalborg is the club that Jimmy and David played for at that time.

I had always kept my promises to Jørgen. Any time I'd asked him for an extra few days to pay a debt, he had always said yes, and I had always got the money to him when I told him I would. But this time, I couldn't seem to turn things around. By April 2004, I owed him $60,000, which might not sound like a lot – given the scale of my gambling – but I had exhausted all of my other funds simply to keep the debt down to that level.

My various loans from banks and private lenders added up to more than a quarter of a million dollars. Most of them were pushing me for overdue repayments, too. In desperation, I had also broken down that wall between my soccer income and my gambling money, clearing out my entire personal bank account and the joint savings I had with Jannie. It wouldn't have mattered if I owed Jørgen $100 or $100,000,000, I was broke, and there was simply no way for me to raise any more money.

What made the situation even worse was that David was having a similar problem at the exact same moment. He owed Jørgen more than I did – I don't know exactly how much – and our combined debt made the situation impossible for Jørgen.

All bookies in Denmark operate under license from the government, so when you place a bet in your local shop, they are effectively serving as the middle man between you and a big central betting company, which is called Tipstjeneste. When you win, the bookie pays you and then claims the money back from that central body. But when you lose, they have to pay Tipstjeneste on your behalf, keeping a small percentage for themselves.

Jørgen had been placing these bets on our behalf, relying on the belief that we could pay him back as we always did. But now that we had left him out of pocket, he was unable to cover his own debts to Tipstjeneste. We had already persuaded him to give us a little extra time, telling him we would both pay him on a particular day, but when that day rolled around, neither of us had the money. I remember sitting in my car with David outside practice, looking at each other and not knowing what to do. We were in deep, deep trouble.

I had one last idea about how I could raise the money. When we won the league in 1999, Aalborg gave all of the players a bonus and I had used mine to buy some shares in the club. There were rules that prevented employees from selling those whenever we wanted to, but I knew that if Jørgen could hold on for three more weeks, there was a date coming up when I would be able to off-load them. They weren't worth enough to clear all my financial problems – not even close – but combined with my next wage packet, it would be enough to settle my debt to Jørgen.

David and I drove down to the betting shop together. Because I had known Jørgen longer, I took the lead. I told him, "I know it's supposed to be payday, but we can't get this money to you right now. If you can hang on three more weeks, I promise to have everything I owe you."

He couldn't wait that long. "I need the money tomorrow," he said, and we went back and forth for the next few minutes. He was in no position to be flexible – he needed to pay off his own debts – but there was simply no way for either me or David to raise the funds in time. I left, still promising him his money. Two days later, the store shut down.

Little did Nielsen know that the press would soon get hold of this story. Less than 48 hours later he would find himself engaged a desperate rush of phone calls to his family, trying to pre-empt the next morning's headlines. One at a time he would have to inform them: "Most of what you read about in tomorrow's papers is going to be true."

Welcome to the Blue Heaven, published by Ascend Books, is available to buy in hardcover. Visit www.ascendbooks.com to find out more.