In 1910, Nelles transferred to the nascent RCN and became a midshipman aboard Canada's new cruiser . Over the next ten years he would rise from the rank of sub-lieutenant to the rank of captain as the Assistant Chief of Naval Staff. Due to the small size of the RCN, Canadian officers were sent to train on larger ships of the British Royal Navy to gain experience. In December 1911, Nelles joined the battleship . In early 1914, Nelles transferred to the cruiser , which was assigned to the North America and West Indies Station based at Bermuda. In early 1914 "Suffolk" was sent to protect British interests in Mexico during the civil war. With the breakout of the First World War, "Suffolk" was ordered to protect transatlantic shipping routes, then later patrolled between Bermuda and Halifax, Nova Scotia. Nelles remained aboard the British cruiser until April 1917, when he was recalled to Ottawa, Ontario. There, he served as flag lieutenant to the first head of the RCN, Admiral Sir Charles Kingsmill. In 1920, Nelles entered the Royal Naval College, was promoted to lieutenant commander in 1922 and served in several Royal Navy establishments over the next two years before returning to Canada in 1925.