But since then the players' agent has moved to say there is no truth in the speculation and Nelsen has complete faith in whet he says.
"There is a lot of players that get rumours here and there," he said.
"Obviously Roque is a fantastic guy and you want the best for Roque and that is a decision he will make.
"From Blackburn's side, I think what the manager can give him - what the club can give him - is something these other clubs can't give him. He is really enjoying his football I think.
"I suppose he has turned his career around in a way, where at Bayern Munich it probably wasn't going as well and now he has really kicked on again and he understands Blackburn has done very well for him in that time."
He added: "Obviously there is going to be interest everywhere, there is going to be rumours - it just happens all the time.
"Roque is big and ugly enough to handle it himself really without me sitting down and talking to him.
"He has got to do what is best for him. He is a lovely guy and I know he will make the right decision whether I am talking in his ear, the gaffer is talking in his ear or the papers are making stuff up."