Aiming at the problem that the traditional linear ultrasonic method is not sensitive to small changes in the interface contact state， the paper proposes a method of monitoring the load state of the pin connection based on the nonlinear ultrasonic theory. Lead zirconate titanate piezoelectric ceramics is installed on the pin shaft and lug plate to transmit and receive ultrasonic signals. Non-linear ultrasonic theory is used to analyze the second harmonic of the received signal to identify the load of the pin shaft connection. The theory of the propagation mechanism of the ultrasonic wave between the pin and the lug is studied， and the relationship between the linear and nonlinear characteristic parameters and the interface pressure is established based on the principle of the contact acoustic nonlinearity of the rough interface. Finally， the theoretical analysis results are verified through the experimental research of the pin connection device. The results show that the linear characteristic parameters cannot identify small changes in the pin connection state， while the nonlinear characteristic parameters based on the second harmonic can identify the changes in the pin connection state under all test load conditions.