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Nyx code solves equations of compressible hydrodynamics on an adaptive grid hierarchy coupled with an N-body treatment of dark matter. The gas dynamics in Nyx use a finite volume methodology on an adaptive set of 3-D Eulerian grids; dark matter is represented as discrete particles moving under the influence of gravity. Particles are evolved via a particle-mesh method, using Cloud-in-Cell deposition/interpolation scheme. Both baryonic and dark matter contribute to the gravitational field. In addition, Nyx includes physics for accurately modeling the intergalactic medium; in optically thin limits and assuming ionization equilibrium, the code calculates heating and cooling processes of the primordial-composition gas in an ionizing ultraviolet background radiation field.