He was the third son of Frederick de Nicolay, Principal Page to Princess Charlotte of Mecklenburg-Strelitz, wife of King George III. He was born at Saint James"s Palace on 14 April 1771 and was a member of the British branch of the Nicolay family.
He entered the Royal Military Academy, Woolwich, as a cadet on 1 November 1785, but did not obtain a commission as Second Lieutenant Royal Artillery until 28 May 1790. In April 1791 he embarked for India with two newly formed companies of Royal Artillery, known as the ‘East India Detachment,’ which subsequently formed the nucleus of the old sixth battalion (Duncan, History Roy Artillery, ii 2).
He served under Lord Cornwallis at the siege of Seringapatam in 1792, and was an Assistant Engineer at the reduction of Pondicherry in 1793.
Meanwhile, with some other artillery subalterns, he had been transferred in November 1792 to the Royal Engineers, in which he became First Lieutenant on 15 August 1793 and Captain on 29 August 1798. He was present at the capture of Saint Lucia, and was left there as Commanding Engineer by Sir John Moore.
He afterwards served under Sir Ralph Abercromby at Tobago and Trinidad until compelled to return home by a broken thigh, which incapacitated him for duty for two years. When the Royal Staff Corps was formed, to provide a corps for Quartermaster General"s and engineer duties which should be under the horse guards (instead of under the ordnance), Nicolay was appointed Major of the new corps from 26 June 1801, and on 4 April 1805 became Lieutenant Colonel.
He was employed on the defences of the Kent and Sussex coasts during the invasion alarms of 1804-1805, and on intelligence duties under Sir John Moore in Spain in 1808, and was present at Corunna.
He became a brevet colonel on 4 June 1813 and in 1815 proceeded to Belgium in command of five companies of the Royal Staff Corps, and was present at the Battle of Waterloo (Central Bank and medal) and the occupation of Paris. There he remained until the division destined to occupy the frontier, of which the Staff Corps formed part, moved to Cambray. He became a Major General on 12 August 1819.
He was governor of Dominica from April 1824 to July 1831, of Saint Kitts, Nevis, Antigua, and the Virgin Islands from January 1831 to December 1832, and of Mauritius from 1832 to February 1840, an anxious time, as, owing to the recent abolition of slavery and other causes, there was much ill-feeling in the island towards the English.
Nicolay was promoted to Lieutenant General on 10 January 1837, and was appointed Colonel, 1st West India regiment, 30 November 1839. He died at his residence, Oriel Lodge, Cheltenham, on 3 May 1842.
