The Nuclotron-based Ion Collider fAcility (NICA), situated in Dubna, Russia, is a circular accelerator complex designed for the acceleration of particles ranging from light protons to heavy ions such as Au and Pb. While NICA's primary focus lies in the exploration of nucleon structure and quark-gluon plasma, its capabilities extend to probing fundamental new physics. In this presentation, we elucidate the promising potential of NICA in uncovering New Physics (NP), employing models featuring Dark Photons (DP) and Axion-Like Particles (ALP) as illustrative examples.