Two-wheeled balancing mobile robots are currently controlled in terms of linear control methods without considering the nonlinear dynamical characteristics. However, in the high maneuvering situations such as fast turn and abrupt start and stop, such neglected terms become dominant and greatly influence the overall driving performance. This paper addresses the SDRE nonlinear optimal control method to take advantage of the exact nonlinear dynamics of the balancing robot. Simulation results indicate that the SDRE control outperforms LQR in the respect of transient performance and required wheel torques. A design example is suggested for the state matrix that provides design flexibility in the SDRE control. It is shown that a well-planned state matrix by reflecting the physics of a balancing robot greatly contributes to the driving performance and stability.