The high extinction and extreme source crowding of the central regions of the Milky Way are serious obstacles to the study of the structure and stellar population of the Galactic centre (GC). Surveys that cover the GC region (2MASS, UKIDSS, VVV, SIRIUS) do not have the necessary high angular resolution. Therefore, a high angular resolution survey in the near infrared is crucial to improve the state of the art. Here, we present the GALACTICNUCLEUS catalogue, a near infrared JHKs high angular resolution (0.2") survey of the nuclear bulge of the Milky Way. We explain in detail the data reduction, data analysis, calibration, and uncertainty estimation of the GALACTICNUCLEUS survey. We assess the data quality comparing our results with previous surveys. We obtained accurate JHKs photometry ~3.3x10^6^ stars in the GC detecting around 20% in J, 65% in H and 90% in Ks. The survey covers a total area of ~0.3 square degrees, which corresponds to ~6000pc^2^. The GALACTICNUCLEUS survey reaches 5 sigma detections for J~22mag, H~21mag and Ks~21mag. The uncertainties are below 0.05mag at J~21mag, H~19mag and Ks~18mag. The zero point systematic uncertainty is <~0.04mag in all three bands. We present colour-magnitude diagrams for the different regions covered by the survey.