Nicki didn't start his cycling career before the age of 19 but when he first started, his career weint flying. In 1999 he turned professional for Team Chicky World and when that closed he switched to Team Fakta where he made a good name for himself. His strong riding for Team Fakta secured him a place on the Danish team for the 2000 Olympics.

2001 Nicki joined Team CSC – World Online, as Team Saxo Bank was then known. Already the first year he participated in the Tour de France and remained in the Tour de France squad for five consecutive years.

2003 saw Nicki win The Danish Championship for the first time and as always being a part of a very strong Tour de France team.

2005 was a very good year for Nicki. He started the season of by winning GP d'Ouverture la Marseillaise and claiming fourth place in Tour Méditerranéen. In September Nicki clinched stage 18 of the Vuelta a Espana after defeating Pascual Rodriguez in the sprint.

In 2008 Nicki again won the National Danish Championship, but it was the 2009 Tour de France that gave Nicki the biggest win of his career. The 16 of July on the 12th stage Nicki showed he was the strongest rider on the day and pulled away from the breakaway group for a fantastic solo win.