Interested in Republican Party?Add Republican Party as an interest to stay up to date on the latest Republican Party news, video, and analysis from ABC News.
Nehlen said that Muslims who believe in Sharia law are in "direct conflict" with the U.S. Constitution.
"If someone is supporting Sharia, that is doing something wrong," he said.
"Are you suggesting that we deport all of the Muslims in this country?" asked radio host Dan Proft.
"I'm suggesting we have a discussion about it, that's for sure," Nehlen replied.
Referencing Newt Gingrich's call for a religious test on all Muslims after the terror attacks on Nice, Nehlen also called for law enforcement to monitor "every mosque" in the United States.
Trump, who declined to back Ryan's reelection run in an interview with the Washington Post, thanked Nehlen for his support on Twitter, and told the Post Nehlen has run a "very good campaign."
A spokesman for Ryan said the Wisconsin Republican never sought Trump's endorsement.
"The only endorsements that I want are those of my own employers here in the first congressional district, and that's really what my focus is," Ryan said in a radio interview Thursday.
Ryan, who accused Nehlen of misrepresenting and lying about his record in Congress, is expected to win his primary race next week.