The Loftus Road outfit are without a victory in the English top flight this season and are bottom of the table, eight points from safety.
Redknapp has overseen three draws since taking charge of the Hoops last month, and the QPR boss faces a west London derby against Fulham in his next fixture in a bid to pick up three points.
“I’ve got stuff on my mind and it’s not been easy [to sleep],” Redknapp told the Evening Standard.
“I was sleeping very well two weeks ago until I came back to work. It’s more difficult because you’re lying there waiting for that alarm clock to go off very early.
“You’re thinking what you can do, how you can improve it, what’s the best team, who can play where? It’s a tough job.”
Meanwhile, QPR skipper Nelsen is taking heart from an improvement in their recent performances ahead of a difficult clash with the Cottagers, who were 2-1 winners against Newcastle on Monday.
“Obviously it’s not nice at all, it’s astonishing to tell the truth [QPR’s winless record],” he added.
“There’s not been many games where we’ve been totally out of it, we’ve been in a lot of games.
“But that’s the fine line of the Premier League, there are no excuses.”
Interested in tickets for QPR v Fulham on Saturday? Click here to buy now at viagogo!
MORE: The latest football news