The 26-year-old doesn’t seem to have a future under Mikel Arteta having spent the past two seasons on loan with Fulham and Brentford, respectively.
Nelson has made just 26 appearances across those two loan spells, scoring three goals and providing three assists in the process.
According to BBC Sport, several European clubs, including Valencia and Benfica are interested in signing him.
Arsenal are looking to sell Nelson permanently this summer with his current contract set to expire next summer.
It’s understood that Nelson has turned down interest from other Premier League clubs and is indeed open to a move abroad.
Fulham are among the English sides interested in signing him and are willing to go against former boss Marco Silva, now at Benfica, to get a deal over the line.