Born in Glendale, Utah, on 4 April 1872, Elder Levi Nelson was living with his wife, Ursella Terry Nelson, and three children in Chihuahua, Mexico, when he was called to serve in the Florida Conference of the Southern States mission in October 1899. A native of Kane County, Utah, he was the sixth son of Price W. Nelson, a famously devout Mormon, who had once served in Joseph Smith's personal guard, and may have been a member of the infamous Danites, during the later years of the violent fraternity's existence.
During the 1880s, the Nelsons had joined a number of other Mormon families settling in Mexico's Cave Valley region, where they operated a lumber mill in Oaxaca. It was there, in 1895, that he married Ursella, daughter of another large family of Mormon immigrants to Mexico. The couple moved, soon after marriage, to Tombstone, Arizona, but stayed only a few years before returning to Oaxaca, where Nelson was called to serve a mission to the Southern States in 1899.