By making use of perturbation techniques, we develop a theory of the non-linear steady state. We find that the linear term of a mechanical equation such as the Langevin equation is not responsible for the nonlinear terms of its expectation values at the nonequilibrium state arbitrarily far from the thermal equilibrium. The nonlinear steady state is formulated in the two cases where the microscopic conservation law exists and where it does not exist. The expressions for the expectation values of the physical quantities at the steady state are obtained as the functions of other physical quantities which are regarded as the parameters of the steady state. The stability and the instability of the steady state are discussed. A difference in the character of the instability of the steady state from that of the stationary state is discussed. It is noted that the first expansion coefficient should not exhibit an anomaly for instabilities of the steady state. The relation between the mechanical forces appearing in our approach and the corresponding thermal forces is discussed. The variational principle which is valid for the open system is developed.