The league campaign does not begin for another three weeks, by which time the Tynecastle club will have played possibly six or more Europa League qualifying ties.
Neilson is itching to get into domestic action after starting season 2016/17 on June 30 against Infonet of Estonia.
If Hearts progress past the Maltese club Birkirkara next week, they will meet Krasnodar in the Europa League third qualifying round.
“There was uncertainty coming into the season at the start because you’re right into competitive games. Now we’ve got going, we want to keep going,” the head coach told the Evening News.
“I’d rather the league started right away because we feel we’re ready. Once you go into these competitive European games, it’s hard to come back down for a friendly game, then get back up for another European tie. It can be difficult for the players and I think you saw that in the friendly at Dunfermline last week.”
Hearts host Birkirkara on Thursday after drawing 0-0 in Malta in the first leg of the second qualifying round. Neilson expects a different style of game in Edinburgh and will instruct his players to play at a high tempo.
“You watch games over there and both teams give up a lot of possession and let the other team build a little bit. They just wait because you can’t go full-out pressing teams for 90 minutes in that heat,” he added.