They played crisp, confident football, especially in the opening 30 minutes, and left many wondering what had happened to the team that plays with passion and pride but not much panache.
It certainly wasn't one Nelsen had seen before.
"We're known for being gritty and determined but I think there was a bit of style and grace to our play, and generally I don't think you can say that about New Zealand teams," the 34-year-old said.
"It's just a bitter disappointment that we played a style of football which was the best I've ever seen a New Zealand team play, and ... we didn't get a result.
"Unfortunately you can get caught up with all the romanticism of playing good football and creating chances, but generally it's the basics that cost you at this level and, unfortunately, it was a basic mistake that ultimately cost us."
It was a bad mistake, too.
Goalkeeper Michael O'Keefe, who played because of the groin injury to Jake Gleeson, flapped horribly at a corner and allowed Dmitry Baga to nod in simply at the far post right on the stroke of halftime.
It was a cruel blow for O'Keefe, who pulled off three tremendous saves later in the game, and an even bigger one for the team, which has designs on making the quarterfinals.
They had targeted a result against Belarus because it faces a difficult assignment against Egypt on Monday morning before, as Nelsen put it, the "easier game" against Brazil.
New Zealand probably needs four points to get out of its group and that would appear impossible now.
Egypt gave Brazil, one of the gold-medal favourites, a scare in their match, when it recovered from a 3-0 deficit to get back to 3-2.
The likes of Kosta Barbarouses, Marco Rojas, Chris Wood and Michael McGlinchey caused problems for Belarus with their sharp passing and movement but could not quite create enough.
Wood's close-range header from a corner was just too close to the goalkeeper, Rojas' dipping shot was tipped over the bar and Wood skied his shot over the bar when played in on goal.
Belarus had the better of the second half as the Oly Whites tired, but could not consolidate its lead, thanks to O'Keefe and the help of the woodwork.
"We'll learn a lot from this game," Nelsen said.
"We'll learn that, potentially, if we stay sharp in the mind and eliminate mistakes, we can get something from Egypt."