The cable net supported glass curtain wallas the most advanced technique in dot point supported glass curtain wall, is widely used in China. Because of its large deflection and high nonlinearity under wind load, the dynamic performance of the cable net is greatly different from that of the conventional linear structures. The continuous membrane theory is used to construct the nonlinear vibration differential equation of the cable net, and the harmonic balance method is used to solve the analytic formula of the nonlinear frequency. In order to verify the accuracy of the above analytic formula, the results of the formula and the nonlinear FEM time-history method are compared and found to be in good agreement. Furthermore, the nonlinear vibration differential equation and the nonlinear frequency obtained in this paper are the basis for the wind-induced response analysis of a cable net under fluctuating wind load.