Relation fields do not support nested lookups

I am trying to look up really nested information in my web app but keep getting Relation fields do not support nested lookups as an error when doing so.

Serializers:

class UserSerializer(ModelSerializer):

    class Meta(UserDetailsSerializer.Meta):
         model = User


class UserProfileSerializer(ModelSerializer):
    user = UserSerializer(required=True, many=False)

    class Meta:
        model = UserProfile
        fields = ('premium', 'user')


class UserGameProfileSerializer(ModelSerializer):
    user = UserProfileSerializer(required=True, many=False)
    game = GameDetailSerializer(required=True, many=False)

    class Meta:
        model = UserGameProfile
        fields = ('user', 'game', 'game_user_name')

View:

class UserGameProfileView(generics.ListAPIView):
    # authentication_classes = (authentication.TokenAuthentication,)
    # permission_classes = (permissions.IsAuthenticated,)
    serializer_class = UserGameProfileSerializer

    def get_queryset(self):
        return UserProfile.objects.filter(user__user__username__exact=self.request.user)

My Logic

In my mind the query set would go from UserGameProfileSerializer -> UserProfileSerializer -> UserSerializer -> Username. Is that not the case? If so, why is it not allowed?