"I think the fact that they were overseas and onstage had a little bit to do with it because you're speaking to other people about our business," the 73-year-old country crooner said in an interview in this week's Time magazine.
The trio caught harsh criticism after lead singer Natalie Maines told a London audience in 2003 that the group was "ashamed" Bush was from their home state of Texas.
Nelson said he was surprised his remarks about Bush a year earlier during an overseas news conference didn't incite a similar controversy.
"I said 'He's not from Texas and he ain't a cowboy, so let's stop trashin' Texans and cowboys.' It got a little chuckle, but I didn't get run out of the country," Nelson told the magazine.
Nelson recently launched his own XM Radio channel and published "The Tao of Willie," in which he offers his philosophy on subjects ranging from marijuana to war.