The two competitors, who met on the show, are now a couple, they reveal to PEOPLE exclusively.
"Our stories are similar, so we had a lot in common," said Nichols, 25. "And then we became best friends as time went on at the ranch. [After the show finished filming], we realized it was going to be very difficult to be apart from one another. We realized there was something there more than friends and we just decided to act on it."
Cast and crewmembers suspected there might be something going on between the two contestants while filming, but the pair, despite developing feelings for one another on the ranch, insist they wanted to keep things strictly business during their time on the show. In fact, Nichols says when he saved Morillo from being eliminated over his roommate, it was solely for the purpose of the competition.
"We didn't ever want [our romantic interest] to be a feature item on the actual show itself because we were there to work on ourselves," Nichols says. "That's what the show is about and that's what it promotes."
As they geared up for a romantic Valentine's Day in the Windy City consisting of a healthy dinner and relaxation, they took a moment to reflect on when they decided to take their friendship to the next level.
"I was in New York, where Francelina lives, for New Year's and I was planning on having the talk with her on New Year's Eve because we were going to Times Square," Nichols recalls. "But then she roped me into it the day before and asked me all these questions. So I had to have the conversation the day before I wanted to. I wanted to be the hopeless romantic and do it all nice and proper in Times Square on New Year's."
The couple had their New Year's kiss when the ball dropped, and have since been going strong.
Their Unique Connection"We try to see each other as much as we can," Morillo, 26, says. "It's great just knowing that the person you care about so much is also going through the same exact thing. So it's only bringing us closer. The bond that I have with him is amazing."
Having both lost their dads to cancer when they were 17, they used food as a means to cope.
"We both reacted in the same way," Morillo explains. "We shut down and then we got on this show and started opening up and sharing our feelings and blossoming. We did that together. Looking at each other, it's like looking in the mirror. Looking at him gives me hope for myself. We're just so proud of each other and we just admire each other so much that it just works."
Going through The Biggest Loser experience is what made Morillo realize she's really ready to have a boyfriend.
"In the past, I always felt like there was something missing in my relationships," she says. "And then I realized it was me. And I was able to find myself during the show, and I think that's why now I can be with him and be happy with him. It's important to find yourself before you try to be with anybody else."
The Biggest Loser airs Mondays at 8/7c on NBC.