Career
Walsall
In that same season Nicholls went on to make 13 appearances which included a Football League Trophy clash with Swansea City, it was in this game that he scored his first professional goal for the club However, his season ended prematurely as he broke his leg while playing in a youth cup tie with Hednesford Town. In 2007, Nicholls went on loan to Burton Albion.
He made 14 appearances for the Brewers before returning to Walsall at the end of April.
Nicholls was offered a new two-year contract by the club on 10 May 2010 which he accepted. He scored his first goal of the 2010-2011 season against Brentford in a 2–1 victory, by scoring a well placed lob.
Northampton Town
In June 2012, Nicholls joined League Two side Northampton Town on a free transfer after his contract expired. On 27 October he broke his leg after a late challenge from Portuguese Vale defender John McCombe.
Exeter City
On 1 September 2014, Nicholls joined Exeter City, on a one-month loan deal.
He then went on to sign permanently for the club Alex Nicholls completed his permanent move to Exeter City on 5 January 2015.