Mark Hughes’ side restricted the Champions League holders to just four efforts on Júlio César’s goal, while the Hoops came close to scoring a winner in the second half.
Nelsen, who joined on a free transfer from Tottenham Hotspur this summer, paid credit to the club’s supporters after they created an electric atmosphere for the west London derby on Saturday.
“It was a very pleasing result for us,” Nelsen told QPR’s website.
“Getting a clean sheet is always a huge positive to take, especially against a team with the attacking options they have at their disposal.”
“I thought the fans were fantastic. They got right into the game and backed us superbly.
“In the end I think both teams will have been happy with a point.”
The New Zealand international also hailed fellow centre-half Anton Ferdinand for a composed performance despite the tensions between the former Sunderland defender and John Terry.
“I feel so sorry for Anton,” said Nelsen. “He is the victim here, but he handled himself superbly and was probably the best player on the park on the day.
“He rose to the occasion and was absolutely fantastic for us.”
Nelsen also criticised Terry for a dramatic attempt to win a penalty in the first half after clashing with QPR’s veteran defender in César’s area.
“When grown men go down like he [Terry] did it’s a bit of a shame,” added Nelsen. “There was nothing in it at all.
“If you ask John, he just fell down. I was holding him, of course, but he just fell down. He does it to everybody in their box.
“I said to him ‘that was a bit embarrassing John’ and he laughed when he ran off. He didn’t say anything to me, I think he was too embarrassed.”
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