The R's travel to North London tomorrow still looking for their first win of the season, but the New Zealand international believes that bad luck has played a huge factor in rooting them to the bottom of the table after eight games.
Nelsen said that QPR must be at their best if they are to take anything from the Gunners.
"Whatever Arsenal side you come up against, what you know about them is that they'll look to play in a certain way," he told the club's official website. "We'll need to be at our best and that's what we plan to be.
"When you play the bigger teams and they get it right you can be in a whole lot of hurt if eight or nine of them play to their full potential but, on the flip side, that can be reversed as well. If they're off their game, we can cause them problems.
"Chelsea are a fine example. They have only dropped points so far this season against us, and we're unfortunately bottom of the league at the moment. That's the kind of league this is. It's a very fine line."
The 35-year-old also expressed how much he loves playing at the Emirates.
"I love going to the Emirates. It's one of the best stadiums in England," he added. "The Arsenal fans support their team unbelievably well when things are going their way, but if they're not getting their money's worth they'll let them know as well!"
Nelsen joined QPR on a free transfer in the summer.