Nicholson never married, the most significant people in his life being his fellow Punjab administrators, especially his superior Sir Henry Lawrence whom Nicholson regarded as a father figure and was therefore deeply affected by Lawrence's death shortly before his. Nicholson's closest friend was Herbert Edwardes who shared his deep Christian faith. At Bannu, Nicholson used to ride one hundred and twenty miles every weekend to spend a few days with Edwardes, and lived in his beloved friend's house for some time when Edwardes' wife Emma was in England. Edwardes and his wife soon became a sense of comfort and spiritual guidance to an often isolated Nicholson. At his deathbed, he dictated a message to Edwardes saying, "Tell him that, if at this moment a good fairy were to grant me a wish, my wish would be to have him here next to my mother." The love between him and Edwardes made them, as Edwardes' wife later described it "more than brothers in the tenderness of their whole lives". Upon learning of Nicholson's death, Edwardes wrote to Neville Chamberlain, eulogizing his friend as "So undaunted, so noble, so tender, so good, so stern to evil, so single-minded, so generous, so heroic and yet so modest. I never saw another like him, and never expect to do so. And to have had him as a brother, and now to lose him in the prime of his life. It is an inexpressible and irreparable grief."