He was one of the founders of the modern study of the Tangut language of the Western Xia Empire, the work for which he was awarded the degree of Doctor of Science in Philology during his life, and Lenin Prize posthumously.

He graduated from Rybinsk Gymnasium in 1909 with a silver medal, the second class of distinction, and entered the St Petersburg Institute of Technology.

While in Japan he married Iso (Isoko) Mantani-Nevsky (Исо (Исоко) Мантани-Невская, 萬谷イソ, 萬谷磯子, 1901–1937), with whom he had a daughter, Yelena (1928–2017).

Persuaded by Soviet scholars and officials, Nevsky returned to Leningrad, renamed from St. Petersburg, in the autumn of 1929, leaving his wife and young daughter in Japan.

Their daughter, Yelena, was initially looked after by N. I. Konrad, but in 1941 was adopted by a distant relative of Nevsky, Viktor Leontyevich Afrosimov.