Ibrox side Glasgow Rangers have come under pressure after a poor stat to the season.
Caixinha promised that Rangers would be much better this campaign, but they have been unable to live up to expectations so far.
Rangers currently sit in fifth place in the Scottish Premiership table, and Nicholas feels that Caixinha has made glaring errors.
The former Scottish international claims that he has told the Portuguese boss that he needs to work on his conduct in the press.
And Nicholas also feels that Rangers have not improved up-front, despite the addition of the in-form Alfredo Morelos in the summer transfer window.
“I have told him before, don’t come to our country and tell us what we already know,” Nicholas said.
“If we have something different and interesting then we are willing to listen, but what has he done at Rangers?
“He has introduced Graham Dorrans and Ryan Jack who are better midfielders, but have they improved up front?
“I don’t really see it and certainly at the back he hasn’t cured anything.”
Rangers lost 2-0 to Celtic in their last outing, which has increased the pressure on the Light Blues to find the winning formula quickly.
Caixinha is under big pressure at Ibrox now, and needs to start moving his side up the table quickly.
Rangers are next in action later this evening, when they take on Hamilton at the SuperSeal Stadium.
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