His first known recordings were in Chicago in 1923, as a member of Jimmy Wade's Moulin Rouge Orchestra.
The tune was recorded by King Oliver's Jazz Band with a notable solo by Louis Armstrong, and later by many other musicians[2][3] Although the extent of his involvement on sessions in the late 1920s is uncertain, he certainly played with Wade on sessions with singers Victoria Spivey and Perry Bradford, and in 1928 with cornettist Punch Miller and pianist Alex Hill.
The following year, he played on sessions with female impersonator Frankie "Half Pint" Jaxon.
As a session musician, Nelson played on many blues recordings in Chicago in the 1930s, including records by Sweet Pease Spivey, Lil Johnson, Tampa Red, Bumble Bee Slim, Washboard Sam, Red Nelson, and the Washboard Rhythm Kings.
On one 1936 recording by the State Street Swingers, bandleader Leonard Scott is heard to comment: "What's that you're doing, Arnett?