The application of nonlinear time series analysis in climatology mainl y includes three aspects as follows: observation data processing, abrupt change of climate and climatological prediction. The results of summarizing many paper s s how that, a great deal of scholars contribute a lot to the application of nonlin ear time series analysis in climatology. Most of the papers have used new method s in nonlinear time series analysis and almost every method can come to the top in some fields. However, they are just results with case study on the whol e, the inclusions need more validation and more systemic illustration; it is nec essary to hunt methods used in operational prediction and enhancing forecast ski ll. There is still a long way to go.