Cornelius played his first Superliga match on 9 April 2012, coming on as a substitute for César Santin against AGF at NRGi Park in Aarhus. In the previous Superliga match (against Brøndby at Parken Stadium on 5 April 2012), Cornelius was an unused substitute.
Previously, Cornelius had joined the first team squad for their training camps in July 2011 and January 2012.
On 20 May 2012, it was announced that Cornelius would join the first team squad on a permanent basis at the beginning of the upcoming season, together with Christoffer Remmer and Jakob Busk.
He scored his first goal for Copenhagen against Midtjylland in the first game of the new season 2012–13. Cornelius scored the opening goal against Odense in a 2–2 draw. The teenager scored the winning goal against Molde FK in the Europa League on 20 September.
Cornelius was awarded player of the month in the Danish Superliga on 7 October 2012. On 15 April, Cornelius scored the final goal in a 3–2 win against FC Nordsjælland. This gave FCK a 10-point lead in the league to number 2, and was crucial for Copenhagen winning the title.
Even though Cornelius only played one full season with the first team, he quickly became one of the most popular players of the club, as the print with his name and number on the official shirts being the most popular, selling around 40% of all prints.
On 27 June 2013, Cardiff City announced they had signed Cornelius, for a club record fee. Reports from Denmark suggest a fee of 75 million Danish kroner (approximately £8 million). On 1 July, Cornelius completed his medical and signed a five-year deal with the club, saying "I've been given a great opportunity and this is a very exciting project that's taking place at Cardiff City." Twenty-three days later, he made his debut in a friendly against Forest Green Rovers and scored a goal in a 4–3 victory. However, he sustained a minor injury to his ankle during training the following week, and consequently missed out on the team's first ever Premier League game, against West Ham United on 17 August.
Cornelius made his competitive debut for Cardiff on 25 August against Manchester City, coming on as a stoppage-time replacement for Fraizer Campbell who had scored twice in the 3–2 home victory. Three days later, in a League Cup match against League Two club Accrington Stanley, Cornelius made his first competitive start for the club in a 2–0 win; however he re-aggravated the ankle injury he had picked up in pre-season following a heavy tackle and was carried off on a stretcher just before half-time. The injury would prove worse than first feared; and left Cornelius on the sidelines for the next three months, meaning he missed 10 games for Cardiff, as well as the chance to compete for his country Denmark in their final qualification games for the 2014 FIFA World Cup in Brazil.
During the final international break of 2013, Cornelius once again began training with the first team squad, in order to be accessed by the medical staff. They deemed that he was fit to return to action, and therefore arranged a behind closed door friendly with Championship club Yeovil Town on 14 November. He played 60 minutes as planned in a 2–1 defeat and told the media that he was fit and ready to return to action.
On 31 January 2014, Cornelius returned to F.C. Copenhagen for an undisclosed fee, but Cardiff claim they lost most of the money they paid for him. He scored a hat-trick in his first game back at Copenhagen in a friendly match against Slovan Liberec. On 23 February 2014, Cornelius made his first competitive start, after re-signing with the club. He crowned his comeback with a header to put his team in front 1-0 against AGF at NRGi Park. The match however ended in a 1-1 draw. Cornelius ended his first half season with 5 goals in 13 appearances, including a brace against Randers FC in Parken where he dribbled past four men before sending the ball into the back of the net. On 13 April 2015, Cornelius suffered a horrific ankle injury during Copenhagen's Superliga clash against Silkeborg IF ruling him out for the remainder of the season.
On 2nd May 2017, it was announced that Cornelius would join Serie A side Atalanta for a fee of around €3.5 million.Scores and results list Denmark's goal tally first.
FC CopenhagenDanish Superliga: 2012–13, 2015–16, 2016–17
Danish Cup: 2014–15, 2015–16, 2016-17
Danish Superliga Golden Boot: 2012—13
Danish Superliga Player of the Year: 2012–13
Danish young talent of the year 2012/2013.