Nicholson walked onto the stage without sunglasses for the first time in his career at the 2015 World Championship in a further attempt to move away from his bad boy of darts image. His first round match against Benito van de Pas went to a deciding set in which Nicholson lost all three legs to exit the tournament. He left his darts on the stage afterwards and said that he was unsure what he would do in the future. He returned to play the full schedule of events and qualified for the third round of the 2015 UK Open in which he drew Michael van Gerwen and lost 9–3. In the quarter-finals of the World Cup Nicholson knew a win over Belgium's Kim Huybrechts would see Australia reach the semis. He was 3–0 up but then missed a total of six match darts which led to him losing 4–3. Australia then lost the deciding doubles match 4–2. Nicholson failed to qualify for another PDC major event and could not get past the last 16 of any Pro Tour tournament. He fell outside the top 32 on the Order of Merit during the year and after losing in the first round of the qualifier it meant that missed out on playing in the World Championship for the first time since the 2008 event.