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A new dynamic model for the axial vibration of the transformer's winding is established. In this new model, the electromagnetic force not only varies with time, but also with the displacements of windings. More precise results can be obtained with this new nonlinear dynamic model than with conventional ones. A numerical method is used to solve this nonlinear vibration equation, the displacement response of the windings are obtained under the action of short circuit magnetic force. From these numerical results, new phenomena of nonlinear vibration of a transformer winding is found and described in this paper. The characters of the vibration response are illustrated by the time history of displacement, the phase planes and the Fourier spectra.