Nelly is "hurt" by the betrayal of his colleague.
The 37-year-old Grammy-winner, real name Cornell Iral Haynes, Jr., was detained in Texas at a border patrol checkpoint in Sierra Blanca on October 11 after law enforcement officials found heroin, marijuana and a loaded gun in his vehicle.
Police sources said passenger Brian Keith Jones confessed the drugs and gun were his and was placed under arrest.
Nelly was oblivious to the illegal load his vehicle was carrying and is upset with Brian.
"I think it's always alarming. I think in this case it's really alarming when you find yourself in a situation that you didn't put yourself in," he told MTV News.
"That's the only thing that I think is baffling, and I think that's the part that hurts the most."
Nelly has worked hard on his image and doesn't want it to be sullied by drugs.
The musician is worried that his career will be adversely affected by the scandal.
"For 14 years, I made my perception what I wanted to make my perception and now my perception may be slightly changed," Nelly said.
"Not because of what I did, but because of what someone else did and I think that's the part that hurts you the most.
"If I'mma put a dent in anything that I do, then let me be the one to put that dent in it. I think that's the only part that gets me."