"I owe him pretty much everything. He gave me my chance (at Blackburn in 2005),'' Nelsen told Fairfax.
"That was a big factor. I know Mark and his staff really well, and they all really helped me when I was first over here in England, so it's nice to go full circle towards the end of my career. Hopefully, I can still help them out.''
Although QPR narrowly avoided relegation from the Premier League last term, Nelsen believes he has made the right choice and is excited about the club's potential.
He added: "They've got a lot of ambition - it seems like it's going to be a good fit."