Few could have predicted the west Londoners' miserable start to the campaign after a host of high-profile names arrived at Loftus Road during the summer.
However, QPR have started the season without a win in 15 attempts and have just six points to their name, leaving them seven points adrift of safety.
There have already been signs of improvement since Harry Redknapp replaced Mark Hughes at the helm, but Nelsen knows there needs to be more.
"Do we need time to gel? Nobody was saying anything like that in August when the players were being signed," he told the club's official website.
"We, as players, have to take responsibility for where we are. It's as simple as that.
"It's a horrible position that we're in and we know it. We've got to dig ourselves out of it."
QPR head to Wigan this weekend looking for that first elusive win and go there on the back of a 1-1 home draw with Aston Villa.
The result equalled the Premier League's longest ever winless start to a season set by Swindon in 1993/94, but Nelsen is trying to look on the positive side.
"I think Villa were probably happy with the draw," the defender said.
"In the position we're in, we're looking for wins but we are two games unbeaten now and we've just got to try and get that first victory.
"Our heads didn't drop when Villa scored and I don't think Harry would ever let that happen. It was disappointing to concede such a soft goal.
"For the rest of the match I felt we had all the good chances but that second goal just wouldn't come for us.
"When they got to the 60-minute mark, I think they decided they wanted that point and probably away from home, that was a pretty important one for them.
"They just sat back really but we had a few chances. Clint Hill hit the crossbar, Park Ji-sung had a good shot and we had a couple of one-on-ones in the first half as well."
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