Nickless was born in Denver, Colorado, one of ten children born to R. Walker Nickless, Sr. and E. Margaret (McGovern) Nickless (his mother died in 2006, shortly after his episcopal consecration). He was graduated from Bishop Machebeuf High School in 1965. Nickless was ordained a priest for the Denver Archdiocese on August 4, 1973.

Nickless was appointed the seventh Bishop of Sioux City on November 10, 2005 by Pope Benedict XVI. He was consecrated and installed as bishop on January 20, 2006 in a ceremony at the Church of the Nativity of Our Lord Jesus Christ in Sioux City. Archbishop Jerome Hanus of the Archdiocese of Dubuque was the principal consecrator as the Dubuque Archdiocese is the metropolitan see for the state. The co-consecrators were Archbishop Charles Joseph Chaput of Denver and Bishop Thomas Joseph Tobin of Providence, Rhode Island.

In April, 2009, Bishop Nickless publicly proclaimed his opposition to the University of Notre Dame's decision to invite President Barack Obama to be its commencement speaker.

In February, 2012, Bishop Nickless spoke during a webcast sponsored by the conservative group, Family Research Council, where he characterized an Obama Administration initiative to require health insurers to provide birth control coverage as having been sponsored by "the power of evil," and called for "followers of the light" to "stand up and vehemently oppose this."