Due to the high safety performance of small nuclear reactors, there is a promising future for small reactors. Nuclear heating reactor (NHR) is a small reactor that has many advanced safety features such as the integrated arrangement, natural circulation at any power levels, self-pressurization, hydraulic control rod driving, and passive residual heating removing and can be applied to the fields of district heating, seawater desalination, and electricity production. Since the NHR dynamics has strong nonlinearity and uncertainty, it is meaningful to develop the nonlinear adaptive power-level control technique. From the idea of physically based control design method, a novel nonlinear adaptive power-level control is given for the NHR in this paper. It is theoretically proved that this newly built controller does not only provide globally asymptotic closed-loop stability but is also adaptive to the system uncertainty. Numerical simulation results show the feasibility of this controller and the relationship between the performance and controller parameters.