Nelson-Henry was 14 of 19 from the floor and Penn (4-1) shot 49 percent as a team. Sam Jones was 6 of 8 for 18 points with six boards, and Matt Howard added 10 points.
Cleon Roberts led La Salle (3-1) with 20 points. Jordan Price had 18 points and Johnnie Shuler added 10 with eight rebounds.
A 9-0 run midway through the first, including a Roberts 3-pointer, gave La Salle a 32-29 lead at intermission. But Penn came out with a 12-2 run to start the second half - with nine points coming from Nelson-Henry - and outscored the Explorers 51-32 after the break. Jones' 3-pointer with 9:57 pushed Penn's advantage to 20 points.