'Psychologist' would be correct. There's a revisionist debate as to whether Nietzsche was a naturalist, i.e. whether he thought that the only valid knowledge was knowledge conforming to (weaker) or corroborated by (stronger) the natural scientific method. Many of Nietzsche's arguments are psychological in character, e.g. the role of resentment and guilt in the genealogy of morals. Others think that this is either overstated, or tracks only one (early) period of Nietzsche's writings.