Having used his feet superbly to get to the pitch of the ball, Nicholls thumped a half-volley down the ground, seemingly for four. However in the process of taking evasive action at the non-striker's end, Daryl Mitchell deflected the strike off the face of the bat and into the hands of Alex Lees at mid-off.
"Never seen anything like it," Leach said, sporting a broad smile in the post-match press conference. "It was very lucky for me, very unlucky for Nicholls.
"I don't like those wickets really. I like it because it says two wickets on the board. But you have to take it. It's not going to be something that I'm going to re-watch many times."
That Leach ended up playing a big part for England on the opening day tells you all you need to know about the Headingley surface they were dealing with after Kane Williamson won the toss and chose to bat. There was no other call to make on a hard surface which looked the palest of the three served up this series and you could argue the hosts did well to ensure day two begins with New Zealand 225 for 5.
Leach, however, relished the opportunity to send down 30 of the 90 overs, for figures of 2 for 75. He struck with his first delivery, trapping opening batter Will Young lbw from around the wicket.
"It's nice to get into the game early as a spinner. Getting a wicket early eases everything for you, too.
"The weather and wicket - it was good toil out there. I tried to be as aggressive as I could. I knew they were going to come at me."
Leach was also one of two cap presentations on Thursday morning, as he received his 25th Test cap by James Anderson shortly before Jamie Overton received a first from twin brother, Craig. Leach was typically humble about the occasion, even if his current statistics of 84 wickets and average of 33.57 are enough to reflect he has certainly not wasted those appearances.
"I'm just happy to be out there playing. To reach 25 caps was a bit of a surprise. I thought I was on 24. It's a nice little milestone. Makes you proud of what you achieved. I didn't think I'd get one, so it's special. Nice to get it from a legend and someone who helped me from my game [Anderson]."
The parallels between his career overall and the series were also worthy of note, especially after a concussion on the first day at Lord's, which ruled him out of the rest of that first Test. It continued a trend of unfortunate injuries picked up at inopportune times. Indeed the wicket of Nicholls might suggest his luck is changing, at the ground where he played a historic support act to Ben Stokes against Australia in 2019.
"[It's been] very much up and down," he said of the last few weeks. "Like most of my career. Lord's was a freak - just trying to run to the boundary like our coach used to do. Didn't quite go to plan and then it was about being ready for Trent Bridge. That was an amazing game to be part of. I didn't feel I bowled as well as I could. Probably due to the lead-up to that game. Today I felt in pretty good rhythm. It's great to be back here."
Vithushan Ehantharajah is a sportswriter for ESPNcricinfo