Maj-Gen Nelson-Williams is understood to have been abducted where he was travelling to attend a graduation ceremony at a military base.
Sierra Leone’s Information Minister Mohamed Bangura told the BBC the Nigerian authorities assured him they were doing all they could to rescue the deputy high commissioner.
The identity of the kidnappers is not known, but they have been in touch to demand a ransom.
Gen Nelson-Williams is a former head of Sierra Leone’s army.
