This paper deals with the study of bioconvection in nanofluid containing motile gyrotactic microorganisms over an exponentially stretching sheet by considering nonlinear thermal radiation and transverse magnetic field. The governing nonlinear partial differential equations are first transformed into a set of nonlinear ordinary differential equations along with appropriate boundary conditions by using appropriate similarity transformations. Then, these equations are solved numerically by fifth-order Runge-Kutta-Fehlberg integration scheme with shooting technique. The influence of various important physical parameters and bioconvection parameter on velocity, temperature, concentration of nanoparticle, rescaled density of gyrotactic microorganism, local skin friction, Nusselt number, Sherwood number, etc. are studied graphically. It is found that an increase on the bioconvection Lewis number, bioconvection Peclet number, and concentration difference of motile microorganism parameter give rise to the density of motile microorganism. Also, nanoparticle concentration increases by increasing the chemical reaction parameter whereas it decreases by increasing the nonlinear thermal radiation parameter.