There has been talk of a player exodus at Blackburn following the exit of their manager, with Hughes likely to be given a major transfer kitty at Eastlands.
But the Rovers captain has played down talk of move for him, with the New Zealand international remains confident that the squad will stick together.
Nelson told the Lancashire Telegraph: "We're all contracted to Blackburn, it's as simple as that.
"We all love coming into work and we all love playing for the club. So we're really happy at what we do."
The defender added: "I can't talk for other players about what they might want to do in the future, but I certainly know on the last day of the season we were all happy."