The mammalian circadian clock is well-known to be important for our sleep–wake cycles, as well as other daily rhythms such as temperature regulation, hormone release or feeding–fasting cycles. Under normal conditions, these daily cyclic events follow 24 h limit cycle oscillations, but under some circumstances, more complex nonlinear phenomena, such as the emergence of chaos, or the splitting of physiological dynamics into oscillations with two different periods, can be observed. These nonlinear events have been described at the organismic and tissue level, but whether they occur at the cellular level is still unknown. Our results show that period-doubling, chaos and splitting appear in different models of the mammalian circadian clock with interlocked feedback loops and in the absence of external forcing. We find that changes in the degradation of clock genes and proteins greatly alter the dynamics of the system and can induce complex nonlinear events. Our findings highlight the role of degradation rates in determining the oscillatory behaviour of clock components, and can contribute to the understanding of molecular mechanisms of circadian dysregulation.