The 35-year-old defender has a playing contract with the Rs until the end of the season, although on Tuesday he agreed to become head coach of Major League Soccer club Toronto FC.
Nelsen hopes to negotiate an early exit from QPR but does not want to leave the struggling west Londoners in the lurch.
The New Zealander was due to arrive back from Canada and link up with his team-mates for training on Thursday after being given a few days off.
Manager Harry Redknapp will sit down with Nelsen to discuss his future at the west London club, although the meeting may not be until after Saturday's match with Tottenham.
Relegation-threatened QPR will be looking for just their third Barclays Premier League win of the season when Spurs visit Loftus Road, with the encounter pitting Redknapp and Nelsen against the club they left in the summer.
Source: PA
Source: PA