At present, the application of different types of memristors in electronics is being deeply studied. Given the nonlinearity characterizing memristors, a circuit with memristors cannot be treated by classical circuit analysis. In this paper, memristor is equivalent to a nonlinear dynamic system composed of linear dynamic system and nonlinear static system by Volterra series. The nonlinear transfer function of memristor is derived. In the complex frequency domain, the n-order complex frequency response of memristor is established by multiple Laplace transform, and the response of MLC parallel circuit is taken as an example to verify. Theoretical analysis shows that the complex frequency domain analysis method of memristor transforms the problem of solving nonlinear circuit in time domain into n times complex frequency domain analysis of linear circuit, which provides an idea for nonlinear dynamic system analysis.