Study on vegetable price volatility from the nonlinear perspective can effectively capture the nonlinear adjustment process of the vegetable prices,which is helpful to the further improvement of fluctuation mechanism of vegetable prices.This paper,taking the cabbage,cucumber and green beans for example,selects the data of market price between January of 2002 and September of 2013 to analyze the nonlinear dynamic adjustment process of vegetable market prices.The result shows that vegetable prices fluctuate with nonlinear characteristics,which has mechanism transformation,and the threshold is the turning point of the transition,which can be used as the important basis for regulation of abnormal fluctuations in vegetables’market prices.The early vegetable market price is a potentially important variable of nonlinear fluctuation,so it is necessary to strengthen the process of monitoring and analyzing market price of vegetables.Finally,from the function forms,switching rate and threshold of these three kinds of vegetable prices,internal heterogeneity is obvious among vegetable market.