The linear analysis for heart rate variability (HRV), including time domain method, frequency domain method and timefrequency analysis, has reached a lot of consensus. The nonlinear analysis has also been widely applied in biomedical and clinical researches. However, for nonlinear HRV analysis, especially for shortterm nonlinear HRV analysis, controversy still exists, and a unified standard and conclusion has not been formed. This paper reviews and discusses three shortterm nonlinear HRV analysis methods (fractal dimension, entropy and complexity) and their principles, progresses and problems in clinical application in detail, in order to provide a reference for accurate application in clinical medicine.