The 35-year-old defender has been one of the few players to shine for the west Londoners this season, having joined in June following spells at Blackburn and Tottenham.
Nelsen has made 21 appearances in all competitions for QPR but has requested to enter dialogue with manager Harry Redknapp to discuss when he will join his new club.
In the meantime, QPR have announced Nelsen will be available for this weekend's Barclays Premier League fixture against Tottenham.
Nelsen knows he owes a debt of gratitude to Redknapp, chairman Tony Fernandes and the club so does not want to cause unnecessary disruption.
"I am under contract at QPR," he said, speaking at a press conference in Canada. "Harry Redknapp and Tony Fernandes, the owner of QPR, are fantastic people. They are such nice people.
"I've got some obligations at QPR that we have just got to go through. It has been a bit of whirlwind so there are some details we have to go through."