The objective of this chapter is to demonstrate a closed form solution to a unique problem in heat transfer, that of heat transfer in nonlinear media. For this purpose identified are cases in which the nonlinear phenomenon dominates, where properties of a medium exhibit nonlinear response to heating, and the solution methodology is described. Further in this chapter presented is a set of analytical solutions applicable to various geometrical forms including the cases of: infinite and finite cylinders with axisymmetrical source, finite cylinder with axisymmetrical and axially varying sources, slender disk, infinite and finite parallelepiped with centrally symmetric source, finite parallelepiped with axially varying source and the resulting stress due to temperature distribution. In this abstract an example is shown of a solution for a particular case, that of an infinite cylinder. In many cases equations governing the phenomenon of heat transfer are solved assuming constant physical properties of the media concerned. That is where a whole class of closed form solutions is found, if regular boundaries and boundary conditions are provided. However, at instances in which the coefficient of heat conduction, specific heat and thermal diffusivity, are functions of temperature, those solutions are no longer applicable. For those cases another family of closed form solutions is found and described herewith. The analytical solution to the thermally nonlinear problem assumes a certain dependence of the coefficient of thermal conductivity, k, on temperature. This case is usually found in instances of large temperature gradients in media, for instance in active optical materials with intense electro-optical fields. They are realized in laser gain media, nonlinear optical crystals and saturable absorbers. One of the most frequently used host materials for lasers is Yttrium Aluminum Garnet, YAG, in which an inverse proportionality to temperature well approximates measured k values over a vast temperature range. What we applied for the solution of such a problem is the Kirchoff’s transformation ( Joyce, 1975), whereby the heat equation can be linearized and solved. However, the use of this method is limited to materials whose k is integrable in temperature, T. Only for these cases the linearization of the heat equation can be made. For instance in the case of AgGaSe2, a nonlinear optical crystal useful for harmonic generation, the dependence is k=A+B/T ( Aggarwal & Fan, 2005) that is an integrable function in T, therefore solvable by the present method. Evidence has it, though, that most of the known optical crystals have similarly thermal coefficient enabling the use of the present solution. Another strategy used in many of the present solutions is the use of the Green’s function as kernel in the integral expression. Owing to the strong