Yeah, I have this one. I use it as an air mouse for apps that require touch/mouse. http://www.amazon.com/gp/product/B00RMX9H7A?psc=1&redirect=true&ref_=oh_aui_search_detailpage
I use this exact controller on my Nvidia Shield. Works on the Android TV interface and within Kodi. So it should work perfectly on the Nexus Player.
Wouldn't you want one with a microphone?
Yes, you'll need a USB OTG cable for it though.