His proposal comes on the back of growing calls for arranging farewell matches for the retired Indian players.
Former Indian cricketer Madan Lal, too, agreed on holding a proper farewell match for the veteran wicketkeeper-batsman.
Dhoni had made his ODI debut in 2004 and since then, he changed the face of Indian cricket with his calm demeanour, sharp understanding of the game, and astute leadership qualities.
Nehra was asked by skipper Virat Kohli to bowl the last over the first T20 match, which India won by 53 runs.
Wednesday's match will mark the end to an 18-year international career that started with a Test match against Sri Lanka in February 1999 in Colombo.