New Zealand captain Nelsen has particular reason to be grateful to Hughes, who brought him to English football from Major League Soccer almost eight years ago.
The pair spent three-and-a-half years together at Blackburn and were reunited this summer when Nelsen moved to Loftus Road after being released by Spurs.
"It was very sad to see Mark go because he has transformed QPR," Nelsen said. "It may not look like it from the outside but, inside, it's a different club.
"It's a Premier League club now but, unfortunately, the results didn't go for him and I felt really bad for him.
"Harry has come in and his credentials speak for themselves. It is up to us now to bring in results for him, start producing on the field and getting some points."