Remember just before the murder he said he had proof that Russia was sending troops to Ukraine. That is how you get shot in Russia. You tell the truth.
I don't think that was the biggest reason why he was killed. What repercussions would Putin have to face if he Nemcov revealed this evidence? We all know he had troops sent to Ukraine.. but that doesn't matter, because he'll just continue to deny it, even if there's irrefutable evidence.
Besides that, if Putin cared about that proof so much, he wouldn't have had Nemcov killed because everyone would assume it was by his hands.