Šikov started his football career at FK Tikveš in Republic of Macedonia. In 2002, he went to play for Greek side Skoda Xanthi where he has played 55 games and scored two goals. In 2006 he was bought by Olympiacos but was loaned out to Kerkyra F.C. for five months where he played 13 games scoring two goals, against Egaleo F.C. on 4 February 2007 and against Ergotelis F.C. on 29 April 2007.
At the end of the loan deal between Olympiacos and Kerkyra, on 13 May, he was officially signed as a player of Olympiacos in Athens.
After spending three years in Cyprus with Ethnikos Achna, Šikov signed a three-year deal with Ukrainian club Volyn Lutsk in the summer of 2011.