Electrocardiogram (ECG) signal analysis has received special attention of the researchers in the recent past because of its ability to divulge crucial information about the electrophysiology of the heart and the autonomic nervous system activity in a noninvasive manner. Analysis of the ECG signals has been explored using both linear and nonlinear methods. However, the nonlinear methods of ECG signal analysis are gaining popularity because of their robustness in feature extraction and classification. The current study presents a review of the nonlinear signal analysis methods, namely, reconstructed phase space analysis, Lyapunov exponents, correlation dimension, detrended fluctuation analysis (DFA), recurrence plot, Poincaré plot, approximate entropy, and sample entropy along with their recent applications in the ECG signal analysis.