Atdhe Nuhiu was born in Kosovar capital Pristina, then part of SFR Yugoslavia, to parents originally from Preševo. His family moved to Austria when he was just 1-year old. He started his career at Wels. He has played there for a long time and in the 2007–08 season he was included in the first team as a regular. In this season he has played 30 matches and scored 11 goals.
Nuhiu signed a three-year contract on a free transfer for Sheffield Wednesday on 25 July 2013. On 3 August 2013, Nuhiu scored on his debut against Queens Park Rangers. Nuhiu also scored in the 6–0 destruction of the Leeds United on 11 January 2014. On 1 March 2014 he scored against Middlesbrough from penalty spot in a match finished in the victory 1–0. On 12 April 2014, Nuhiu scored twice to give his team a 3–3 draw against Blackburn Rovers, where he was included in the starting line up and scored respectively the 2nd goal in the 72nd minute and the 3rd in the 5th minute of second-half stoppage time. Nuhiu scored in the next consecutive fixture on 17 April 2014 against Bournemouth finished in the victory 2–4, where Nuhiu scored the opening goal of the match in the 16th minute. He continued his scoring form for another consecutive match, as he scored in the 2–3 home defeat of Sheffield Wednesday against Charlton Athletic on 21 April 2014, where Nuhiu scored a quick goal in the 3rd minute and also gave the assist for the second goal scored by Chris Maguire in the 8th minute.
He has played for the Austrian U-21 team, however on 10 September 2009 he made declarations to the media that he would not play for Austria, but rather for Albania as it is his dream to play for his own nation. In addition, when he scored two goals against the Albanian U-21 side in a qualifier match, he refused to celebrate. On that occasion he was wearing red-and-black cleats to honor Albania. Nuhiu later on 18 November 2010 declared in the media that the problem to play for Albania it's the citizienship, as he owned the Austrian citizenship and for receiving the Albanian citizenship he must give up that Austrian, as the Austria doesn't permit the dual citizenship.
Media reported that he was called by the coach of Albania, Gianni de Biasi, for the friendly match against Armenia, on 14 August, but De Biasi did not include him in the final call up. However, in 20 August 2013 media reported that Nuhiu has started the procedures to get an Albanian passport in order to be able to represent the senior Albania national team in the future.