Olsen, who started for Kirkenes og Omegn SK, ran in Savalen in December 1995 for the first time in the Continental Cup and came 17th over 15 km classic. He made his debut in the World Cup in February 1996 in Trondheim , which he finished in 67th place in the 30 km freestyle. In February 2000 he got his first World Cup points in Lillehammer with the 20th place in the skiathlon and achieved his only podium in the Continental Cup in Vantaa with the second place over 30 km freestyle. The following month in Oslo he achieved his best placement in the World Cup singles with 17th place over 50 km classic. In the same year he became Norwegian champion over 50 km. He completed his 14th and last individual World Cup race in March 2002 in Lillehammer, which he finished classically in 50th place in the mass start race over 58 km.