Beginning of coaching career

Nicaise joined Léopold FC in the summer 2018. Ahead of the 2019–20 season, Kevin was appointed player-manager of the club after the departure of Thierry Blindenbergh.^[2] In October 2019, Vincent Kohl was hired to help Kevin out with the team.^[3] On 1 December 2019, Nicaise was replaced by Olivier Suray and continued as a player.^[4] Suray was fired on 9 February 2020 and Nicaise was again appointed manager, but this time, he preferred to stay on the bench to focus on coaching.^[5] Nicaise left Léopold at the end of the season, as the club was relegated.

In July 2020, he started a job as a physical coach at K.S.K. Heist and in August 2020, he was also hired as a scout at R.S.C. Anderlecht.^[6] Beside that, he was also supporting youngsters at Foot-Elite-Etude in Woluwe-Saint-Lambert.^[6]

In October 2020 it was confirmed, Nicaise assisted Chad's national coach, Emmanuel Trégoat, on an internship in Tourcoing.^[7]

Rupel Boom

In May 2022 it was confirmed, that Nicaise had left his position at K.S.K. Heist together with the club's manager, Stéphane Demets, to join Rupel Boom.^[8] The club further stated that Nicaise would act as a physical trainer at the club under manager Demets.

In early November 2022, Demets was sacked as manager and his replacement, Pascal Pilotte, was sacked on December 17, 2022. In conjunction with Pilotte's sacking, Nicaise was appointed as the new interim coach alongside Yassine Salmi.^[9] On April 12, 2023, it was confirmed that Sam Vermeylen would take over for Nicoise from the upcoming season, meaning Nicoise would continue until the end of the season, after which he would leave Rupel Boom.^[10]

Chad

On October 12, 2023, it was confirmed that 38-year-old Nicoise had been hired as head coach of the Chad national team. He took over the position from Djimtan Yatamadji.^[11]