We consider the Nelson model on some static space-times and investigate the problem of absence of a ground state. Nelson models with variable coefficients arise when one replaces in the usual Nelson model the flat Minkowski metric by a static metric, allowing also the boson mass to depend on position. We investigate the absence of a ground state of the Hamiltonian in the presence of the infrared problem, i.e. assuming that the boson mass $m(x)$ tends to $0$ at spatial infinity. Using path space techniques, we show that if $m(x)leq C |x|^{-mu}$ at infinity for some $C>0$ and $mu>1$ then the Nelson Hamiltonian has no ground state.