There aren't many 18-year-old Scottish football players who turn down a call from a European powerhouse.
When the likes of Celtic and Aston Villa were also interested in him, he chose to join Bologna instead of joining the likes of Bayern Munich.
After just 33 senior games for the Tynecastle outfit, the Italian side wanted him as an immediate part of their first-team squad.
The 19-year-old has been called up for the first time by Scotland for their friendly against Poland on Thursday, having surpassed that total for his new club.
How has Hickey become one of the best young players in Europe? Craig Levein, the man who gave him his debut at Hearts, was asked by the Scottish Broadcasting Corporation if he made an impression on him.
After spending four years playing in Celtic's academy teams, he decided he had a better chance of first-team minutes elsewhere.
That led to a move back to Tynecastle. In the last game of the season, the 16-year-old made his senior debut in a defeat at Aberdeen.
He became the youngest player to start a Scottish Cup final in the modern era when he started for Hearts in the Scottish Cup final at the age of 18.
Levein says he had no concerns about putting him in against Aberdeen. He improved from the time he came back to us from Celtic.
He proved he was more than capable of doing the job after I threw him in at Celtic Park.
Souness is a man. Joe Jordan is a man. Denis Law. It is the only club that has made Serie A history.
He became the fourth Scottish player to score in Italy's top flight when he hit a 20-yard strike in a 2-2 draw with Genoa in September.
It was the first time in 35 years that no one had done it. I am really proud.
Three more league goals have followed for Hickey, who has thrived as a marauding left-back.
The Scot did his homework before making a decision on where his career would be best served. The family feel of the Italian side was one of the reasons he chose it.
Bologna pledged to include him in their first-team squad, while the second team he would have been put in was in the German third tier.
After 12 appearances in his debut season, he has been a regular starter for Bologna this term, starting the majority of their games.
Levein believes that the temperament of Hickey will help him stay grounded.
Levein says that he never speaks, but he just smiles.
The form was simply too important to be ignored. After giving the teenager a first senior call-up last week, Steve Clark admitted that he was one of the stand-out young players in European football.
Even if he bypassed the traditional age-group trajectory, there is little doubt his call-up is merited.
After pulling out of the Under-21s squad three times, he did not play for Scotland again. The reason for his most recent withdrawal was a need to rest, which raised questions about his commitment.
He now finds himself in a queue for the left-back position, with Andy Robertson, Greg Taylor, and Kieran Tierney all vying for it.
That's where he could use his skills. He has played on the opposite flank despite spending most of his career at left-back.
When he returned to Hearts, it was as a centralMidfielder.
He has good defensive qualities, but I don't know if he will end up being a full-back.
He could be a great holdingMidfielder with his ability to get out of tight situations with the ball at his feet and his awareness of danger.
Steven Naismith, the club's football development manager, was also impressed with the game intelligence of Hickey.
He said that his understanding of the game is very good.
All the small, quick decisions that need to be made on a pitch, and on top of that, he has a good attitude.
On the field, he has on-field maturity that shines through.
He says that he is like a 24 or 25-year-old in a teenager's body. He has a lot of potential. I have been impressed with him. He is very mature for his age, he is composed and has a good body.