We will show that the averaging formula for Nielsen numbers holds for continuous maps on infra-nilmanifolds: Let M be an infra-nilmanifold with a holonomy group Phi and f : M -> M be a continuous map. Then N(f ) = 1/| Phi | Sum_{A in Phi} | det(A_* ? f_*)|. Here, A_* and f_* are natural linear maps.