Born at la Grave in Oisans, in the Dauphiné, he left France in 1542 to participate in the siege of Perpignan which was then held by Emperor Charles V of Austria.
Published in 1567, Quatre premiers livres des navigations (Travels in Turkey) recorded Nicolay's observations about the Ottoman court and peoples from his 1551 mission to Istanbul on behalf of the French government.
Louis Danet made 60 engravings based on Nicolay's original drawings, which serve as the core of the books, and each print is followed by a caption, describing Islamic ritual, religion and monuments.
The images cover all aspects of Ottoman daily life, and depict figures ranging from sultans and sultanas to wrestlers, cooks and Janissary generals.
In the costume book, figures are schematized and follow general types, and David Brafman writes that "Nicolay, or his engravers, render facial expressions in an exaggerated style.