Pelley had a nine-month affair with O'Reilly before he murdered his wife Rachel in October 2004.
During his 20-day trial, O'Reilly denied any involvement in the killing.
Gardai believe he beat Rachel to death with a dumbbell.
Since O'Reilly was caged for life for the evil murder, Nikki has remained in a relationship with him and is a regular visitor to the jail in Portlaoise, Co Laois.
O'Reilly has few friends among inmates. Instead, he spends most of his day working out in the prison gym or reading books.
Advertising executive Nikki, who lives in Rathfarnham, gave evidence at the trial.
She revealed that on the night O'Reilly infamously appeared on The Late Late Show to appeal to his wife's killer to come forward, he later stayed overnight at her home.
Nikki explained that she had met O'Reilly, whom she had worked with, in January of 2004 at the Barge Pub in Portobello.
They began texting and emailing each other and by April or May 2004 they had begun a sexual relationship.
Despite being one of Ireland's most infamous killers, jail sources say O'Reilly's behaviour behind bars has been perfect.
"He never causes any trouble and he pretty much keeps to himself. Joe lives for visits from Nikki," said a jail insider.