This study is to develop nonlinear analysis algorithm for transfer matrix method, which can be applied to continuous beam analysis. Gauss-Lobatto integral rule is adopted and the transfer matrix is derived from stiffness matrix. In the transfer matrix method, the system equation has a constant number of unknowns regardless of number of D.O.F. Therefore, the transfer matrix method has computational efficiencies not only in linear elastic analysis but also in nonlinear analysis. To verify the developed method, the analysis results of several examples are compared with commercial code in moment-curvature, moment-displacement and load-displacement relation.