Breakdown pressures obtained from the classic, linear elastic breakdown model are compared with the corresponding pressures obtained using a nonlinear material model. Compression test results obtained on sandstone and siltstone are used for that purpose together with previously formulated nonlinear model which introduces elasticity functions to address nonlinear stress-strain behaviour of rocks exhibiting stress-dependent mechanical properties. Linear and nonlinear collapse pressures are also compared and it is shown that material nonlinearities have significant effect on both breakdown and collapse pressures and on tangential stresses which control breakdown pressure around a borehole. This means that the estimates of ${sigma}_H$ made using linear models give stress values which are different than the real values in the earth. Thus the importance of a more accurate analysis, such as provided by the nonlinear models, is emphasised. It is shown, however, that the linear elastic model does not necessarily over-predict borehole stresses and the opposite case can be true, depending on rock type and test interpretation.