Betis make the short trip to Sevilla's Estadio Ramon Sanchez Pizjuan on Wednesday for the first Andalucian derby in more than three years.
Pepe Mel's team, in their first season in the top flight after a two-year absence, are 11 points clear of the drop zone in 13th place with four games to go.
They can mathematically guarantee their safety by beating Atletico, and for that reason Nelson is sure his team-mates will be concentrating on the task in hand, rather than Wednesday's derby.
"Everyone is talking about the derby, but the Atletico game is the important one," Nelson said.
"The fans in the street are talking about it and so is everyone else, but the team is thinking about the next match because the last match (a 4-0 defeat at Valencia) is one we want to forget.
"The Atletico game is important because we can guarantee our safety mathematically and it also gives the fans something to cheer."
Atletico are just four points off the Champions League places and on Thursday night set up an all-Spanish Europa League final against Athletic Bilbao after beating Valencia 5-2 on aggregate.
Radamel Falcao has been in stunning form for the side from the capital this season, scoring 22 league goals, and Nelson thinks Atletico will provide his team with a tough test.
"We are prepared because they are a very strong team," he said.
"Not only because of the quality of the players they have, but because they stick together well.
"They know how to fight and they don't give the ball away."
Betis will be without suspended duo Jorge Molina and Roberto Rios after they both saw red at Valencia.
Atletico, meanwhile, will go in to the match on a huge high after marking their 109th anniversary by reaching the Europa League final.
Manager Diego Pablo Simeone was elated at seeing his team beat Valencia and is now looking forward to a final against Athletic.
"I am very happy for everyone at the club. They all made an enormous effort," he said.
"Athletic have played brilliantly so far this season. It will be a final between friends but one that we obviously want to win."