I've exported .obj file from my 3D modelling software, then imported it into NifSkope. I saved this file and imported it into Construction Set. Object appears as error marker.

What did I do wrong? I was searching for tutorial how to make nif for Morrowind, but I didn't find anything.

My object has no texture, only material. I don't thinks that's wrong, because there are actually objects with no texture.

Well, it's best if you can export a .nif from your modeling software. Nifskope can import and export obj files, but they typically lack any material or texture properties like you noticed. I'm not very familiar with that format.

What are you using? Max? Blender? Both should have nif plugins. And if you're using something else, maybe you can export it from that program, import into Blender or Max and then export it as a nif. An extra step, yes. But I don't know that it's avoidable.