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The coordinated control system of thermal power plant was a multivariable, strong-coupled, nonlinear, big inertia and big lag object. By mechanism analysis, based on the statistical analysis of real operation data, the multivariable simplified differential equation model of boiler fuel flow, turbine governor valve opening and feed water flow versus unit load, turbine pressure and drum water level was constructed. The nonlinearity degree on different load operating point of a 600 MW unit was analyzed by using the Gaussian statistics high-order spectrum. The conclusion is that the lower of the load is the more serious the nonlinearity is. It can provide support for the design of fuzzy control, neural network control, calculation, control structure, control parameters and optimization strategy in coordinated control system.