Expanded State Observer (ESO) can be used in the control of plants with uncertainties to achieve better effects. Many theoretical and practical researches have been done on design of systems equipped with ESO. Nevertheless, those on the stability of ESO are relatively rare. In this paper, stability analysis for ESO was conducted based on the methodology of description function. Stability conditions for nonlinear ESO with (2+1)th order were presented. It was proved in this paper that stability conditions that were same with that of linear state observers could be obtained and better tracking performance could be achieved if nonlinear parameters were chosen appropriately. The proposed analysis methodology was also applicable for nonlinear ESO with (n+1)th order.