According to principles of neural networks and BP algorithm
the relationship between the neural networks and nonlinear modelling is anlyzed.A general idea and a basic method for modelling with neural networks are put forward on the basis of the study of dynamic process in liquid rocket engine was formulated.Then a new modelling approach to researching the parameters of the engine was formulated.An example given in this paper shows that the application of the neural networks to the investigation of the dynamic process in the liquid rocket engine is a great success.