We establish the relationship among Nichols algebras, Nichols braided Lie algebras and Nichols Lie algebras. We prove two results: (i) Nichols algebra $mathfrak B(V)$ is finite-dimensional if and only if Nichols braided Lie algebra $mathfrak L(V)$ is finite-dimensional if there does not exist any $m$-infinity element in $mathfrak B(V)$; (ii) Nichols Lie algebra $mathfrak L^-(V)$ is infinite dimensional if $ D^-$ is infinite. We give the sufficient conditions for Nichols braided Lie algebra $mathfrak L(V)$ to be a homomorphic image of a braided Lie algebra generated by $V$ with defining relations.