'Mighty Mike' stared at an early exit in Dortmund, Germany, finding himself in a 4-2 hole against 25-year-old Nijman at Westfalenhalle.
He fought back to level then take the lead, but failed to close out with three missed match darts as Nijman forced a deciding leg.
Nijman, though, squandered seven match darts and allowed Van Gerwen to eventually pick him off and sneak a 6-5 victory.
Reflecting on a narrow escape, three-time world champion Van Gerwen later admitted Nijman's inability to hold his nerve boosted his hopes of winning.
"I knew this could happen," he said. "When it really matters, Wessel often fails. He's a bit of a choker, so I just kept faith.
"The last leg from me was bad, but I kept believing. When you still get the chance and he's fumbling, you have to take it."
While the honesty appeared brutal from Van Gerwen, he offered some words of comfort for Nijman, who has yet to reach a televised quarter-final in 12 attempts.
"Wessel's been doing fantastic lately," Van Gerwen added. "I have a lot of respect for what he's showing.
"But now he needs to do it on stage too, and that's where he still struggles. A shame for him - but good for me."
Van Gerwen next faces Chris Dobey in the European Championship second round as he continues his push for the title amid a season of difficulty.
It comes just over a week following confirmation that he will miss the Players Championship Finals after withdrawing from the final three qualifying events.
Van Gerwen revealed he wants to prioritise spending time with his family after divorcing his partner after 11 years, while his dad Henri is also battling cancer.