A new method for combination of nonlinear load effects of structures is suggested in the paper. At first, the concepts of load combination and load effect combination are discussed, respectively. A load combination method based on probability space partition is introduced, through which the load effects of structures could be accurately estimated. Afterwards, the principle of nonlinear load effect combination of structures under multiple loads is presented. In order to reflect the nonlinear performances of structures, the physical equations of solid mechanics with a reasonable elastoplastic damage constitutive model are applied to derive structural deterministic nonlinear responses. The probability density evolution equation (PDEE) is used to acquire the stochastic response characteristics of structures under multiple random loads. Hence, the combination of nonlinear load effects of structures is well realized. Furthermore, the reliability of structures under multiple loads is evaluated by using the physical synthesis method. Finally, in order to illustrate the proposed method, the nonlinear load effect combination analyses for a reinforced concrete (RC) plane frame under gravity load and earthquake and a concrete bridge under long-term vehicular loads and earthquakes are carried out. The analysis results demonstrate the applicability and superiority of the proposed method.