Born at East Farleigh in Kent and educated at a private school in Ballygall and at Trinity College, Dublin, Nicolls was commissioned into the 45th Regiment of Foot in 1793.

In 1802 he proceeded to India as military secretary and aide-de-camp to his uncle, Major-general Oliver Nicolls, commander-in-chief in the Bombay presidency.

A few days after the Battle of Assaye joined the army commanded by Sir Arthur Wellesley (the future Duke of Wellington) during the Second Anglo-Maratha War (1803–1805).

[2] In 1806 he sailed with the force under Brigadier-general Crawford, first to the Cape of Good Hope, and afterwards on Lieutenant-general John Whitelocke's campaign to the Rio de la Plata.

On the following day, in pursuance of an arrangement between Whitelocke and the Spanish general Liniers, Nicolls, together with the other isolated bodies, evacuated the town.