After graduating from the Conservatoire de Paris in 1985, she made her theater debut under directors such as Andreï Serban, Jacques Lassalle and Jean-Pierre Miquel. She then left for the United States where she played the lead role in two feature-length films by American independent filmmaker Henry Jaglom, entitled Eating and Venice/Venice.

At the same time, Nelly also developed her own work as a writer. Her first feature-length screenplay, Thank You Satan, became a film in 1989 starring Patrick Chesnais and Carole Laure. Later, she worked in the United States as a screenwriter for the series The Red Shoe Diaries, which launched the career of David Duchovny.

In 1994 Nelly returned to France, and after a year of graduate studies in multimedia at Paris Beaux-Arts, she produced the 50th Anniversary Album for the Cannes Film Festival in conjunction with Télérama. In 1998, she joined the editorial staff at Télérama to take part in the design and creation of its website, of which she would later become the director in 2004.

As an actress, she continues to appear regularly in a number of television films and series.

In addition to her writing and screenplay development, she has directed a documentary in the United States called On the tracks of a filmmaker and written a play for France Culture entitled La Comtesse de Hohenembs.

In 2010, her first novel Le Crieur de nuit was published and won the Roger Nimier Prize. Her second novel, Moment d’un couple (translated and published in the US under the title Couple Mechanics) won the Interallié Prize and was a best-seller translated in several languages.

La vie que tu t’étais imaginée, a very personal inquiry about the enigma of "the Sassetot child" is her third novel.