Burghley encapsulates everything Nicholson loves about England, his adopted home.
"It's held at the end of summer, people are out having picnics on the course, and you think 'this is why we do it'. It's a bit further from home so we stay in the lorry park and, in some ways, it's a bit of downtime as well.
"It's a big competition but a relaxed atmosphere. When you're competing it's full-on, but it's easy to get away from it."
That is evident in Nicholson's results. He has completed Burghley more times than anyone " 35 - notching five wins, six seconds and five thirds. No rider and horse can match the three titles won by Nicholson and the late Avebury in 2012, 2013 and 2014, although he and Nereo have completed three seconds in 2011, 2013 and 2016. Rival William Fox-Pitt has won six times but Nicholson's five place him level with Sir Mark Todd and Virginia Elliott (ne Holgate).
"Nereo's not getting any younger and Burghley's a place he finds hard work," Nicholson said. "It's undulating terrain which is hard for a big, long-striding horse.
"He's had one run at Barbury [since Badminton] where he finished a superb second. Nereo did everything he had to.
"He was behind an outstanding new horse on the block [Upsilon] who was beautifully ridden [by Frenchman Thomas Carlile]. I would be surprised if they don't become European champions in a couple of weeks."
Recent summer rain in Nicholson's home county of Wiltshire has softened the ground more than usual, allowing Nereo to stay fit with regular practice gallops.
"There's more grass than you can imagine in most countries during summer."
The double club
Badminton and Burghley winners in the same calendar year
1977 Lucinda Prior-Palmer on George
1985 Ginny Leng on Priceless
1989 Ginny Leng on Master Craftsman
2003 Pippa Funnell on Supreme Rock (Badminton) and Primmore's Pride (Burghley)
2009 Oliver Townend on Flint Curtis (Badminton) and Carousel Quest (Burghley)