The 32 year old wants to carry on playing for as long as possible, though, and has been closely monitoring the progress of the A-League, which did not exist when he began his career in the US with DC United.
And the New Zealand skipper has refused to rule out a future move to Wellington Phoenix to play under All Whites coach Ricki Herbert.
"I've still got two years left at Blackburn but after that, maybe," Nelsen told ESPN Soccernet. "I'm not sure how much more will be left in the legs after that. A lot of Australian players have gone back and done really well."
"It's great for both countries," Nelsen added. "It's exciting for the A-League (if players return home). Hopefully some of our players come back as well and this league will improve."