Multiple input multiple output (MIMO) technology necessitates detection methods with high performance and low complexity; however, the detection problem becomes severe when high-order constellations are employed. Variational approximation-based algorithms prove to deal with this problem efficiently, especially for high-order MIMO systems. Two typical algorithms named Gaussian tree approximation (GTA) and expectation consistency (EC) attempt to approximate the true likelihood function under discrete finite-set constraints with a new distribution by minimizing the Kullback–Leibler (KL) divergence. As the KL divergence is not a true distance measure, ’exclusive’ and ’inclusive’ KL divergences are utilized by GTA and EC, respctively, demonstrating different performances. In this paper, we further combine the two asymmetric KL divergences in a nested way by proposing a generic algorithm framework named nested variational chain. Acting as an initial application, a MIMO detection algorithm named Gaussian tree approximation expectation consistency (GTA-EC) can thus be presented along with its alternative version for better understanding. With less computational burden compared to its counterparts, GTA-EC is able to provide better detection performance and diversity gain, especially for large-scale high-order MIMO systems.