The 17-year-old made his first start for the Gunners as BATE Borisov were dispatched 4-2 in Belarus in an entertaining game, the youngster playing as a right wing-back.
Nelson linked up well with Theo Walcott on the night before making way for Marcus McGuane to make his debut.
The versatile midfielder, who has impressed at youth levels for England, has just four appearances under his belt for the Gunners but Keown saw enough in the player to compare him to the world's most expensive player.
"These are the sort of touches you often see or associate with a Neymar or other top player," Keown said on BT Sport of Nelson's performance.
"He breezes past players. Wenger will know the quality he has, he’s looked after him well.
"[At] 17 years of age, it’s quite phenomenal the ability this boy has."