A system is described for establishing a nested bridge to improve data exchange between a client device and a second virtual desktop that is accessed by the client device through a first virtual desktop in a nested mode configuration. The nested bridge can be established between a virtual desktop agent of the first virtual desktop and a virtual desktop client of the second virtual desktop, both of which can run in the first virtual desktop, to enable fast and efficient exchange of data between the agent and client within the first virtual desktop via a mechanism such as Inter-Process Communication (IPC). Consequently, the nested bridge can be utilized in conjunction with virtual channels connecting the client device to the first virtual desktop and virtual channels connecting the first virtual desktop to the second virtual desktop for exchanging data between the client device and the second virtual desktop via the first virtual desktop. As a result, a fast and efficient path for exchanging data between a client on the client device and the second virtual desktop is provided, which can be utilized for enabling and improving the performance of various features in the second virtual desktop.