"Nassau" was ordered under the provisional name "Ersatz Bayern", as a replacement for the old . She was laid down on 22 July 1907 at the "Kaiserliche Werft" in Wilhelmshaven, under construction number 30. Construction work proceeded under absolute secrecy; detachments of soldiers were tasked with guarding the shipyard itself, as well as contractors that supplied building materials, such as Krupp. The ship was launched on 7 March 1908; she was christened by Princess Hilda of Nassau, and the ceremony was attended by Kaiser Wilhelm II and Prince Henry of the Netherlands, representing his wife's House of Orange-Nassau.