The 29-year-old is expected to complete a medical at West Brom over the weekend.
“Nicky has gone over there for a medical,” O’Neill said.
“I would have liked to have filled you in to let you know if that had progressed at this minute but I do know he was going for a medical.
“I know some fee had been agreed but like anything else until it’s all done and dusted these days you never know.
“It seemed that everything was in place at the time.”