"This was not me. If anyone knows me, I quite enjoy winning, but that – I just sat there. All I wanted to do was be home with the family, home with kids; I just didn't care in a way. It was like a punch to the face – it was a real eye opener."
The club offered Nelsen a two-year contract extension to remain with them, but with almost 200 games of Premier League experience between Blackburn, Tottenham and QPR, Nelsen knew it was time to hang up his boots. Instead, he took up a management role with Toronto FC in Major League Soccer, leaving QPR before the end of the EPL season.
QPR were eventually relegated to the Championship at the end of the campaign, winning just four of their 38 fixtures.
Nelsen, who led the All Whites on their unbeaten run in the 2010 FIFA World Cup, said he had no regrets about ending his playing days when he did.
"You miss the banter and the camaraderie…you miss it terribly. But I only missed it really terribly when I actually couldn't do it, like, when I got a bit fatter and at 38, a bit older and grey-haired, now you can't actually do it even if you wanted to.
"Then you wonder 'why didn't I keep playing?' But I always go back to that game, in the locker room at Stamford Bridge. It wasn't a low moment, but I was just done.
"It was just the right time. But god, I miss so many things about it."