Several cases of abnormal maloperation of the transformer differential protection with second harmonic blocking scheme are reported, which occurs when a type of nonlinear load, such as furnace, is switched-in to the transformer involved power systems. Different from well-known maloperation due to unloaded transformer energization, this type of maloperation does not occur on the time of load switching-in, but with a considerable time delay. The previous theories, including that interpreting sympathetic inrush, cannot be utilized directly to analyze this phenomenon. In this paper, a model for analyzing the transient course of the nonlinear load switching in, together with the description of the simplified characteristics of the transformer core and the nonlinear load is proposed to explain above-mentioned category of mal-operations. A set of nonlinear differential equations are formed using this model and a 4-order Runge-Kutta algorithm is utilized to solve the flux linkages and currents. The waveform and harmonic characteristic of the differential current are analyzed. It is disclosed that the maloperation of the transformer differential protection during the nonlinear load switching in mainly results from the saturation of transformer core caused by the interaction of the two nonlinear elements. This point of view is verified with the simulation tests.