He was then picked up by the White Sox. Nelson was a respected slider specialist, much more effective against right-handed batters than against lefties (who batted 55 points higher, and slugged 106 points higher, against him than did righties). He was also known for his three-quarters sidearm delivery, and threw a cut 90-MPH fastball as well. During his Yankees tenure, he was known for faking a throw to third and then faking a throw to first in the same motion, so as to avoid balking. This was and still is referred to as "the old Jeff Nelson" by Yankees play-by-play broadcaster Michael Kay. On June 8, 2006, Nelson announced that he would undergo surgery, to relieve a nerve in his right elbow, that was likely to mark the end of Nelson's active baseball career. Following the operation on his pitching elbow, on May 10, 2007, there was controversy when he tried to sell bone chips from his elbow, removed in the operation, on eBay who cancelled the auction. Nelson, whose daughters attended Bear Creek School, were going to give half the proceeds to the School and half to the Curtis Williams Foundation. Nelson has filled in on sports radio KJR-AM in Seattle and also worked as an analyst for MLB.com during the 2010 post-season. In 2016, Nelson joined Fox Sports' pre-game broadcast team for Miami Marlins. In 2019, Nelson served as a game analyst for the YES Network, calling occasional games for his former team. On July 12, 2019, Nelson made his broadcasting debut doing the YES network pregame.