Neuer has been ruled out for the rest of the season after breaking his leg in a skiing accident while on holiday.
Neuer was taking some time off after Germany suffered a group stage exit at the 2022 FIFA World Cup in Qatar.
The 36-year-old played 16 times for Bayern Munich across all competitions before the season went on a break for the World Cup.
Sven Ulreich has been left as the club's only remaining senior goalkeeper ahead of the Bundesliga resuming next week.
Bayern have been linked with Borussia Monchengladbach goalkeeper Yann Sommer but a move is yet to come to fruition.
"In winter it is very, very difficult," Nagelsmann told reporters.
"The market situation is complex because other clubs are also looking for certain positions.
"The goalkeeping market is generally complex – there aren't that many players out there. The situation is not easy.
"We're trying to do something. We have a duty to get another goalkeeper, regardless of whether he becomes number one or number two, because behind [Ulreich] we only have very young players.
"If [Ulreich] were to get injured, it would be a complex situation for a young player with no professional experience to be between the posts. I'm a friend of always keeping your eyes and ears open."
Bayern Munich will also face Paris Saint Germain in the Champions League round of 16 stage next month.
