Nelson was born in Akureyri in the north side of Iceland but has lived in Reykjavík, the capital of Iceland, almost all his life. He played football and ice hockey in his childhood years, but at the age of 13 he started training in Gōjū-ryū Karate and won the Icelandic Juvenile Kumite Championship title in 2003, and again in 2004 and 2005. He took home medals in every karate tournament he participated in during 2003 to 2005. In 2005, he was chosen Iceland’s most promising up-and-coming karate talent when he was just 16. However, he gave up karate to train in Brazilian Jiu-Jitsu and grappling at age 17. After getting a taste for mixed martial arts and having trained under coach John Kavanagh, Gunnar has never looked back.