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Nardole is a cybernetic companion of River Song and The Doctor, first introduced in the Christmas special "The Husbands of River Song". The Doctor later "rebuilds" him, prior to the events of the Christmas special "The Return of Doctor Mysterio"; suggesting Nardole is primarily robotic, as such a feat would not normally be possible with an organic being.

In Doctor Who S10E5, "Oxygen", we find The Doctor, Nardole and Bill on an oxygen-void space station. Throughout the episode, the trio are faced with challenges involving the lack of oxygen. Notably,

The three have to put on smart suits in order to receive oxygen, after the room containing the TARDIS is sealed off, and the additional oxygen vacuumed out into space.

One thing seems to stand out, to me. Nardole is a robot; and yet, he appears to be just as concerned with the lack of oxygen. This is especially highlighted, later:

Bill's space suit malfunctions, while they are waiting to be let out into general space, and removes her space helmet. In order to save her, The Doctor gives her his helmet. As a result, he goes blind. This is no light scratch - he is still blind at the end of the episode.

In contrast, if Nardole does not actually require oxygen, he could simply have given her his helmet. At the very least, his robotic body would not be as susceptible to the vacuums of space as The Doctors organic body.

If Nardole is robotic, why is he so concerned with having oxygen?

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    "as such a feat would not be possible with an organic being" Possible, shmossible. This is Doctor Who. Also, we don't know Nardole's current nature. He could still be the severed head of his (possibly more) organic self attached to a fully robotic body, and would likely still need oxygen to function. – Politank-Z May 14 '17 at 4:45
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Nardole is not robotic

We don’t know precisely what sort of creature Nardole is, but I haven’t seen any evidence that he’s entirely (or even mostly) robotic.

We know he’s not human, because he objected to serving tea to humans:

DOCTOR: Kettle.

NARDOLE: Well, I’m not making any for her. She can make her own. I’m not a slave for any human, I can assure you.

Doctor Who, “Smile”

Also, because he says he’s not:

NARDOLE: I’m not human.

Doctor Who, “The Pyramid at the End of the World”

This doesn’t mean he’s not organic or doesn’t need oxygen, though. The Doctor says that he’s "human enough." In particular, he has human lungs, which may be relevant to his oxygen requirements:

DOCTOR: Well, you’re human enough: I got your lungs cheap.

Doctor Who, “The Pyramid at the End of the World”

We know that he doesn’t have his original face:

NARDOLE: I haven’t seen my true face in years. Swapped it for this one on the run.

Doctor Who, “Oxygen”

Again, this doesn’t mean he doesn’t have biological components, merely that (as a confederate of the notorious criminal and archaeologist River Song) he got a futuristic face lift to avoid detection.

We know that he had previously had his head cut off and placed in the body of Hydroflax.

NARDOLE: You cut me out of Hydroflax because you were worried you’d be lonely. And we both know why, don’t we. But, oh, look at you, avoiding the subject.

Doctor Who, “The Return of Doctor Mysterio”

There is no indication that he must initially have been anything other biological for this to occur; Ramone, for example, also suffered this fate. Presumably, then, when the Doctor cut him out, he had to make do with a biological head and brain. And brains need oxygenated blood.

We know that he is susceptible to an airborne virus that kills living things, as seen in “The Pyramid at the End of the World.”

The point is, at the very least Nardole’s head (and the brain therein) is probably biological, regardless of what the rest of the body is made of. As such, he still would require oxygen to live.

For that matter, we don’t necessarily know that Nardole’s body is wholly robotic. There are many creatures and technologies on Doctor Who that have some element of merging biological parts, and this could well be how the Doctor reconstructed him. The Doctor could have retrieved his body, and put the head back on somehow, for example. As mentioned in the comments, there’s some evidence that he has at least a few mechanical components, but not how much of his body they make up.

A second point is that we really don’t know that Nardole would have been less vulnerable to space than the Doctor. As mentioned previously, Nardole’s head is probably organic. By contrast, the Doctor is a Time Lord, and thus has some unusual biological traits, as implied by the surprise exhibited by the crew member of the space station at his survival.

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    In the pilot episode, he dropped a nut/metallic component of some description. Also, he creaks. – Valorum May 14 '17 at 15:33
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    No reason he can't be a cyborg of some sort. And there seems to be the technology to behead someone without killing them. Remember Dorium Maldovar? – Tim May 14 '17 at 21:39
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    "We know he's not human, because he objected to serving tea to humans" The subsequent quote is not proof that he is not, himself, human. – Lightness Races with Monica May 16 '17 at 21:38
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    Not really. Hypoxia is expected to occur with 14 seconds in vacuum, with death following within a minute and a half. Overheating would probably take much long than this for either humans or cyborgs or robots, though I agree that the latter could suffer ill effects from vacuum. – Adamant May 16 '17 at 21:48
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    “DOCTOR: Well, you’re human enough: I got your lungs cheap.” One of the most chilling off-hand lines I’ve ever heard in Doctor Who. – Paul D. Waite May 28 '17 at 14:46

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