Redknapp watched Kieron Dyer rescue his FA Cup dreams with an injury-time equaliser in a 1-1 draw against West Brom at Loftus Road but he was more concerned about the blow losing Nelsen would deal to his side's Premier League survival hopes.
Nelsen, 35, has been linked in recent days with a coaching role at former club DC United in the United States and Redknapp admitted there was substance in the speculation.
Redknapp said: "There is some truth in the rumour I'm afraid. Nelsen is very important to us, a fantastic leader, a top player. But he has been offered a job in America and I think there is every chance he might want to go.
"He wants to be a manager and it is a chance for him to manage a club.
"He has been fantastic. I took him to Tottenham last year from Blackburn. He's one of the best pros I've ever met in my life, a fantastic player, a great trainer, a leader. He is a massive part of your team. To lose him would be a massive blow for us."
Nelsen is in the middle of a one-year contract but Redknapp said: "I'll have to speak to the owner to see what the situation is with that. We'll try (to keep him) but it is difficult."
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- Kieron Dyer