Nicholson was born in Denham, Buckinghamshire, and was the son of the artists William Nicholson and Mabel Pryde. He studied at the Slade School of Art, 1910-11. He spent 1912 to 1914 in France and Italy, and was in the United States in 1917-18. He married the artist Winifred Roberts in 1920. Over the next three years they spent winters in Lugano, Switzerland, then divided their time between London and Cumberland. In 1931, Nicholson's relationship with the sculptor Barbara Hepworth resulted in the breakdown of his marriage to Winifred. He and Hepworth married in 1938 and divorced in 1951. Nicholson lived in London from 1932 to 1939, making several trips to Paris in 1932-3, visiting the studios of Picasso, Braque, Arp, Brancusi and Mondrian. From 1939 to 1958 he lived and worked in Cornwall, before moving to Switzerland. He returned to London in 1974.