The R's centre-half failed to shake the hands of the Blues pair prior to Saturday's Premier League meeting at Loftus Road in the wake of the racism saga that has engulfed the players which dates back to October last year.
The much-anticipated pre-match handshake saw Ferdinand completely ignore both Terry and Cole, attracting plenty of criticism from outsiders, but New Zealand captain Nelsen feels his new teammate was in the right to do as he pleased.
"Anton didn't deserve this, all the stuff that's gone on. He and his family have had to go through so much. I feel really bad for him," Nelsen said.
"If Anton had told us not to do it (the handshake)....but that's the measure of the man.
"He just said: 'This is my personal thing. Whatever you guys do, do it'.
"In the end the Premier League forced everyone to do it, but I don't think anybody in Anton's situation would have done it."