We report on the detection of a kilohertz quasi-periodic oscillation (QPO) with the Neutron Star Interior Composition Explorer (NICER). Analyzing approximately 165 ks of NICER exposure on the X-ray burster 4U 0614+09, we detect multiple instances of a single-peak upper kHz QPO, with centroid frequencies that range from 400 Hz to 750 Hz. We resolve the kHz QPO as a function of energy, and measure, for the first time, the QPO amplitude below 2 keV. We find the fractional amplitude at 1 keV is on the order of 2% rms, and discuss the implications for the QPO emission process in the context of Comptonization models.