Based on the micro-domain theory, the macro-thermodynamic relationship, and the effective field theory, an improved nonlinear constitutive model is established for ferromagnetic materials. The constitutive model includes new expressions of some nonlinear functions and high-order nonlinear functions and has simple expressions for some ferromagnetic materials. Compared with the existing models, the nonlinear model established in this paper has a great improvement in the prediction accuracy of the magneto-elastic coupling behavior. In other words, it can accurately predict the complicated nonlinear behaviors of magnetostriction and magnetization under the magnetic field and applied stress. Furthermore, it can correctly describe magnetostriction with high tensile stress and low magnetic fields, the complicated magnetostriction behavior with stress and middle magnetic fields, the complicated magnetization behavior with stress and high magnetic fields, and the maximum point of magnetostriction according to applied stress for ferromagnetic materials. A detailed analysis of the complicated nonlinear behaviors for ferromagnetic materials demonstrates the high effectiveness of the presented model.