A first-half penalty from Liam Kelly was enough to give Kilmarnock a 1-0 victory in their Clydesdale Bank Premier League clash at Rugby Park.
The Killie midfielder scored from the spot in the 26th minute after Gorgie defender Andy Webster had fouled the fleet-footed James Dayton and after that the visitors dominated.
"It was backs-to-the-wall stuff in the second-half," said Nicholl.
"I thought we did reasonably well in the first half, I was quite enjoying it, there was good pace to the team and it was much better than it has been.
"We were direct, Dayton was playing well, we got a penalty kick so things were going all right for us and then in the second-half we couldn't get out.
"We put in such a shift. We were asking (striker) Cillian Sheridan to do a job for us and he ended up playing at right-back so it is wee things like that. It is good for team spirit.
"Sometimes the opposition don't allow you to play the way the manager likes to play, so you have to give them credit.
"It's about how to win a game of football and we are just glad of the three points."