Nicklaw played college soccer at the University of Connecticut between 2007 and 2010. During his time at UConn, he played 80 games, scored 2 goals, 7 assist, 39 shots, 12 shots on goal and 1 game-winning goal.
Nicklaw signed a two-year contract with the professional Danish football club beginning July 1, 2012. HB Køge played in the Danish Superliga, the highest division in Denmark, during the 2011–2012 season.
In 2013 Nicklaw transferred back to the United States where he played for the Wilmington Hammerheads in the USL Pro.
Þór Akureyri
Nicklaw signed with Icelandic Premier League club Thór in April 2014. Shawn's National team experience and ability to play multiple positions gives Thór options.
Nicklaw signed for Jacksonville Armada in December 2014, prior to their inaugural season. In two seasons with the Armada FC, Nicklaw played in 29 league matches as a fullback, including 21 starts, and notched 10 shots in 1,937 minutes of action. A member of the Guamnational team, he also started in two of Jacksonville’s U.S. Open Cup matches – Richmond Kickers and Charleston Battery. Nicklaw scored the first goal in Community First Park history in the Armada FC’s 1–0 preseason win over the Fort Lauderdale Strikers on Feb. 28, 2015.
On 6 July 2016, Nicklaw was traded to FC Edmonton in return for Jason Plumhoff. During his debut for the Eddies, Shawn won four duels, made three clearances, and had two interceptions as FC Edmonton kept a shutout in a 1–0 win over the Fort Lauderdale Strikers earning him a spot on NASL's team of the week.
International
In November 2012, Nicklaw confirmed he would be representing Guam at International level. Matao head coachGary White was introduced to Nicklaw by a personal contact in San Diego. Nicklaw played with the Matao, including the East Asian Cup semifinal round, in Hong Kong and AFC Challenge qualifier in Yangon, Myanmar. During the AFC Challenge Nicklaw helped the Matao achieve their first win in its history against the Chinese Taipei. Nicklaw's contribution has helped Guam to reach their highest FIFA ranking to date. In 2014, Nicklaw scored his first international goal against Northern Mariana Islands in the Preliminary round 1 EAFF East Asian cup. Guam finished first within the tournament advancing to the semifinal round for the third-straight time.
In 2015 Nicklaw helped Guam achieve a historic first FIFA World Cup qualifying match win against Turkmenistan 1–0. A few days later he assisted his brother Travis Nicklaw, who scored the winning goal, clinching a second FIFAWorld Cup qualifying match victory over India during their second match in the FIFA 2018 World Cup qualifier Group D round. The win was notable considering India's FIFA rankings sits 33 spots ahead at No. 141, their population is in the billions and was dubbed the sleeping giants of football by FIFA.