In NestJS, redirect responses happen when the server tells the client to go to a different URL. The client sends a request, the controller method runs, and if a redirect is needed, it uses the Express Response object's redirect method with a status code and new URL. The server sends back a response with that status and a Location header. The client then automatically requests the new URL. This process involves the controller method calling res.redirect(301, '/new'), sending a 301 status code and Location header. The client receives this and sends a new request to '/new'. This is how redirect responses work step-by-step in NestJS.