Binary transition metal fluorides are textbook examples combining complex electronic features with most fundamental molecular structures. High‐valent nickel fluorides are among the strongest known fluorinating and oxidizing agents, but there is a lack of experimental structural and spectroscopic investigations on molecular NiF3 or NiF4. Apart from their demanding synthesis, also their quantum‐chemical description is difficult due to their open shell nature and low‐lying excited electronic states. Distorted tetrahedral NiF4 (D2d) and trigonal planar NiF3 (D3h) molecules were produced by thermal evaporation and laser ablation of nickel atoms in a fluorine/noble gas mixture and spectroscopically identified by a joint matrix‐isolation and quantum‐chemical study. Their vibrational band positions provide detailed insights into their molecular structures.