In this paper we consider Steffensen's integral inequality for the Sugeno integral [Formula: see text] where f is a nonincreasing and convex function defined on [0, 1] with f(0) = 1, f(1) = 0 and g is a nonincreasing function defined on [0, 1] where 0 ≤ g(t) ≤ 1 for all t ∈ [a, b] with [Formula: see text]