Aimed at identifying supersoft X-ray sources in ionization nebulae, we have searched for extended optical emission within the X-ray error boxes of the 15 supersoft sources in M31 (Greiner et al. 1996). One optical nebula was found, of which we obtained spectroscopy, narrow-band imaging and FP-interferometry, to determine its relation to the positionally correlated supersoft X-ray source RX J0045.5+4206. M31 has been surveyed several times with different goals. Baade & Arp (1964) compiled a list of 688 emission nebula in M 31. One of these nebulae, BA1-642 (PAV 78915 in the catalog of Pellet et al. 1978), was found by cross-correlation with supersoft X-ray sources. The central object MLA 1159 of this nebula has been classified WR (Meyssonier et al. 1993). Here we confirm this new WR star and discuss the star as well the ring-like nebula around it. We did direct imaging of RX J0045.4+4206 with narrow-band nebular filters, spectroscopy of the central star and surrounding nebulae, and we observed the nebula with the FP-interferometer PUMA. All observations were carried out at OAN SPM, México.