Nude mice is able to accept xenograft because they lack:
Ref. Textbook of Microbiology and Immunology BY Parija. Page. 162
 
Nude Mice

Congenitally athymic nude mice (nu/nu) are presented as a model for the study of cell-mediated immunologic deficiencies.
These mice possess a vestigial thymus which is incapable of producing mature T-cells as shown by a decreased lymphocyte population carrying the theta antigen and depleted 'thymus-dependent' areas in their peripheral lymphoid organs.
They have T-cell precursors in their bone marrow. Nude mice lack 'thymosin', a thymic factor secreted by the epithelial cells of the thymus.
They also have impaired T-cell functions as demonstrated by an absence of delayed hypersensitivity reactions, an inability to reject skin allografts and a decreased antibody response to some T-dependent antigens
T cells
B cells
NK cells
LAK cells