Nicky is a green male humanoid whatnot who is one of the main characters in the adult-themed Boradway musical Avenue Q. He lives in an apartment with Rod. He first appears complaining why it sucks to be living with an uptight roomate. Throughout the show, Nicky tries to urge Rod out of the closet, because he knows that he is gay. This is expressed through the song "If You Were Gay". This also gets him in trouble when Rod overhears Nicky calling him a closeted homosexual at Brian and Christmas Eve's wedding, causing him to get kicked out of the apartment.
After living with almost everyone on the neighborhood and subsequently getting kicked out of everyone's homes, he takes a lesson from Gary about Schadenfreude and decides to become homeless. He is seen begging for money from Princeton and others which leads to The Money Song to help raise money for Kate's monster school. After Rod comes out, he invites Nicky to move back in with him. Nicky accepts and introduces Rod to a boyfriend he found for him, Ricky. ("I think I know your type.")
- He is a parody of Ernie from Sesame Street.