The Italian claimed his third victory of the season with an impressive finish on the steep, twisting climb to the finish in Burgos; throwing his bike to just edge Alex Aranburu (Caja Rural) with Michael Eduard Grosu (Delko Marseille Provence) trailing.
Nizzolo also leads the points and mountains classifications for a sweep of the key jerseys before heading into the 155km second stage from Gumiel de Izan to Lerma.
"Today was the first stage with an uphill finish and I wasn't that confident in the beginning as last week wasn't so easy for me, the feelings weren't that good," he said. "But in the middle of the stage, I felt okay so I asked the team to pull in front to bring back the breakaway.
"I approached the final climb in second position and it was a tough final, a hard one but in the end, it worked out so I'm really happy for me and the team."
Nizzolo also paid his respects to 22-year-old Bjorg Lambrecht who was laid to rest in his home town of Knesselare, Belgium.
"Today is an important day for cycling, I want to give this victory to Bjorg Lambrecht," Nizzolo said.