On 25 March 2004 he joined Southend United on loan, making his Football League debut two days later in the club's 2–1 victory at Carlisle United. Having impressed in his loan spell, in May 2004 he agreed a one-year contract to join the club on a permanent basis. In the 2004–05 season, Nicolau helped Southend reach a second consecutive Football League Trophy final, and win promotion from League Two via the playoffs he was offered a new one-year contract with the club. However, he turned the offer down hoping to improve the terms of the offer which were at the same rate of pay as his previous contract. After five weeks of impasse, Southend United withdrew the offer and Nicolau signed for Swindon Town the following day. He had a loan spell at Hereford United where he made 11 appearances, scoring 1 goal and was released by Swindon at the end of the 2005–06 season.