In this paper a random response analysis method of hysteretic systems under nonstationary excitation, using Markov Chain Model, is discussed. Especially attention is focused on an applicability of this model to an amplitude-nonstationary excitation case. This probabilistic model assumes a position of response in a Force-Deflection plane to be a Markov process, and the hysteretic random response is estimated as nonstationary probability functions that are distributions of the response-position over a finite number of regions discretized in the Force-Deflection plane. According to this model, also the first excursion probability and nonstationary distributions of maximum response level can be obtained. This model has been applied to a SDOF elasto-plastic system to a nonstationary Gaussian white noise. The nonhomogeneous transition matrix, which governs an essential structure of the response, has been determined by a combination of a potential energy conservation law and a threshold crossing problem. The theoretical results have been compared with simulation results and both have showed good agreements. So it can be said that this model is applicable to an amplitude-nonstationary excitation case. We hope that this model will be extended to a nonwhite input excitation case.