Coach Ricki Herbert described the decision for Nelsen to sit out the session as a precautionary measure in reponse to "a little tummy problem".
"There is no problem. Ryan will start," Herbert said.
Herbert said New Zealand will start the decisive World Cup Group F match with the same 11 players who held world champion Italy to a surprising 1-1 draw.
New Zealand has two points from draws against Slovakia and Italy and can progress to the round of 16 with a win over Paraguay, which has four points. Italy has two points and Slovakia has one point ahead of their last group match.
Goalkeeper Mark Paston will also retain his spot after putting in a strong performance while replacing the suspended Glen Moss against Italy.
After earning its first ever World Cup points, New Zealand could now stage an even bigger upset by reaching the knockout stages.
Defender Ivan Vicelich, New Zealand's most-capped player who starts in his 69th game tomorrow, said it would be "no miracle" if his team would achieve that feat.
"But it would be a great experience," Vicelich said. "As a team, we grew a lot over the last four years. We have a lot of confidence when we go out on the pitch. We now know what we're capable of."
Vicelich said it will be "a very, very tough match" against Paraguay.
"They did very well in qualifying, they've done very well here as well," he said. "We must play with the same fighting spirit we showed in the previous games."
Herbert said he faced no problems in keeping the team focused after its surprising start to the tournament.
"We always had that next match in the back of our minds," Herbert said. "There is so much reality in this team, it's such a down-to-earth group. Really unique, I have never seen that before."
Herbert praised his team for its "amazing strength."
"It's been a really outstanding tournament so far," he said. "There is a common goal and all are strongly focused on that."
New Zealand will be dressed in black against Paraguay instead of their usual all-white outfit from the first two games.
"That's no problem," Herbert said. "We are not superstitious."
