Neilson was the best friend to both Alexander McQueen - she is believed to be the last person to have seen the iconic designer alive - and fellow supermodel Kate Moss.
Overnight, Moss broke her silence on Neilson's death, taking to Instagram to share an old photo with a heartbroken symbol.
Neilson never fully recovered from McQueen's suicide in 2010 and called the designer her "soulmate".
"He was my brother, my boyfriend, my soulmate. Most of the time people called me Mrs McQueen. Quite often we were sharing a bed," she told the Daily Mail. "The truth is I was happier with Lee than with anyone else."
But that's not the only traumatic thing Neilson had to deal with in her life. When she was just 16-years-old she was brutally attacked by a man in Perth who was later charged and found guilty of murdering three women.
In 2015 she told the Daily Mail: "The attack lasted for two hours. I was tied to a tree and continually beaten. I looked like the elephant girl by the end of it."
"I managed to escape with my life but I needed reconstructive surgery because my face was so disfigured."
Neilson turned to heroin to cope and later said the drug saved her life. "In a way, heroin saved me because otherwise, I would have killed myself."
A constant in Neilson's life was her close friendship with Moss, whom she called a "sister."
"Kate is my best mate and I love her like a sister. Yes, she's an icon but to me she's just Kate," she said earlier this year."
"We fight over stupid things, then we kiss and make up. We share clothes, we share everything and her fame has never been an issue."
"She always looks out for me and I look out for her. We've got each other's backs. I'm very proud of her and she's very proud of me."