This paper studied the approximation linearization and the Lyapunov exponents for nonlinear systems with Lévy process. The nonlinear systems with Lévy process were linearized by the approximation linearization, and the responses of the systems verified the effectiveness of the proposed approach. By applying the generalized Itformula, the expressions of Lyapunov exponents were derived. And this paper also discussed the stochastic stability, when the parameters were different.