The nonlinear dielectric response for the external field plays a very important role in providing useful information on relaxor ferroelectrics. Based on the spherical random-bond-random-field model and the Heisenberg model, considering the coupling interaction between the relaxor ferroelectricity and magnetism, we calculated the third-order static nonlinear dielectric susceptibility χ3 as well as the scaled nonlinear susceptibility a3=χ3/χ14 of magnetic relaxor ferroelectrics. We find that in contrast to the electric field, the external magnetic field remains relaxor state being a glass state. As the temperature passes through the magnetic phase temperature Tc, χ3, similar to linear dielectric susceptibility χ1, deviates its original low temperature behavior and shows a sharp increase. Furthermore, the position of the peak of χ3 and a3 are greatly affected by Tc and h. The temperature of maximum χ3 and a3 shift to higher temperature region with increasing Tc and h, indicating that freezing temperature Tf of magnetic relaxor ferroelectrics might be controlled by magnetism through magnetoelectric coupling.