Preheat oven to 400 degrees and prepare a baking sheet with parchment paper or nonstick cooking spray.
Thaw puff pastry and bring to room temperature; roll out lightly to make the sheet large enough to cover the round of Brie and set aside.
Spread the preserves and sprinkle the nuts on top of the cheese.
Center the sheet of pastry on top the the round; fold all of the sides under to completely enclose the cheese.
Place the Brie on the prepared baking sheet and bake for 25 minutes.
Bake until puff pastry is lightly browned all over and cheese is very soft when tested in the center with a knife.