Franco Cervi (11) and Eduardo Salvio (39) were both on target for the Primeira Liga champions, but Arsenal were dominant in the tie where Theo Walcott (24, 32) scored a brace, as Olivier Giroud (64) and Alex Iwobi (70) were both on target following an own-goal from Lisandro Lopez on 52 minutes.
Nelson, who is just 17 years old, started the match at right wing-back, setting up Giroud for his goal.
Speaking after the game, Wenger heaped praise on the Gunners’ academy graduate.
He said: “He’s a young player from our academy and he has had an encouraging pre-season. He has shown that he can dribble, go past people and he isn’t fazed by the occasion.
“He looks confident and it’s good for him to play in these kind of games.”
Normally used as an attacking midfielder, Nelson is an England U18 international.
Arsenal play Sevilla next, on Sunday afternoon, ahead of facing Chelsea in the Community Shield next Sunday.