Nicolay may refer to:
- Nicolay (musician), Dutch musician
- Nicolay de Caveri, Genoese cartographer
- Nicolay (family), an influential French family in the 15th to 18th centuries
People with surname Nicolay:
- Christian Nicolay (born 1976), German javelin thrower
- Franz Nicolay, American musician and composer
- Jean Nicolay (born 1937), former Belgian football goalkeeper
- John George Nicolay (1832—1901), American biographer and secretary of Abraham Lincoln
- William Nicolay (1771—1842), British soldier