The match played on a rain-soaked slow outfield at the Bangladesh Army Stadium was goalless in the first half.
Sohel Rana netted the winner in the 60th minute when Nepal defenders failed to clear a Mamunul Islam corner as Rana picked up the ball from outside the box and curved in.
Bangladesh created several chances during the first half including one in the seventh minute when a Taklis Ahmed shot missed the post.
Eight minutes later, Hemanta Vincent’s shot failed to find the net.
Bangladesh goalkeeper Md. Rasel Mahmud denied a convincing Nepal attack in the 75th minute.
The two sides will lock their horns in another warm-up at the Sylhet District Stadium on Friday.
Asian Games will be kicked off on Sep 19 in Incheon, South Korea.
Bangladesh will take on Hong Kong in their first match of the campaign.
