Nico is close to the Barcelona superkid, with the pair outstanding together as they inspired Spain to their Euros triumph last year.
Speaking with GQ, Nico discussed his relationship with Yamal.
"Lamine Yamal has incredible talent and he proves it every day... but he knows I'm his daddy," Nico laughed.
Regarding the controversies surrounding Yamal's private life in recent months, Nico spoke out in support of his friend: "Everyone lives their life as they want, but I think the important thing is to be professional and always give your best when it matters.
"Off the field, we also need to disconnect and enjoy ourselves, like everyone else. As long as there is respect and commitment, I don't see a problem with that."
Nico penned a new contract with Athletic at the start of the season and he also remarked: "Athletic and Bilbao mean everything to me... I've grown here as a person and as a player.
"Representing this club and this city has made me understand the value of hard work, humility, and family. We all know that Athletic is unique in the world, as the motto says."