Billie's sister Sam shared the short clip on Instagram last night (8 October) and it shows the tot gazing at an episode of Peppa Pig.
Nelly is so taken by the popular kids' show that she is barely blinking. How adorable!
Earlier this week, Sam jetted to Los Angeles and it's clear she is pining for her three-month-old niece.
Commenting on the video, Sam told her followers: "The first time Nelly watched Peppa Pig she was mesmerised .. Can't wait to kiss u baby niece xxxx."
TOWIE star Billie gave birth to Nelly on 10 July and she has already made her debut in the reality show.
Earlier this month, Billie confirmed that Nelly will be making more appearances in TOWIE, however she will not be a regular cast member.
TOWIE returned with a bang last night, after the gang headed out to Ibiza. Although Billie had stayed in Essex with her daughter, she was spotted at nightclub Sugar Hut last night after filming of one-off spin-off show TOWIE: All Back To Essex.
Watch Sam's video of Nelly here: