In this paper, we study massive gravity in the presence of Born-Infeld nonlinear electrodynamics. First, we obtain metric function related to this gravity and investigate the geometry of the solutions and find that there is an essential singularity at the origin (r = 0). It will be shown that due to contribution of the massive part, the number, type and place of horizons may be changed. Next, we calculate the conserved and thermodynamic quantities and check the validation of the first law of thermodynamics. We also investigate thermal stability of these black holes in context of canonical ensemble. It will be shown that number, type and place of phase transition points are functions of different parameters which lead to dependency of stability conditions to these parameters. Also, it will be shown how the behavior of temperature is modified due to extension of massive gravity and strong nonlinearity parameter. Next, critical behavior of the system in extended phase space by considering cosmological constant as pressure is investigated. A study regarding neutral Einstein-massive gravity in context of extended phase space is done. Geometrical approach is employed to study the thermodynamical behavior of the system in context of heat capacity and extended phase space. It will be shown that GTs, heat capacity and extended phase space have consistent results. Finally, critical behavior of the system is investigated through use of another method. It will be pointed out that the results of this method is in agreement with other methods and follow the concepts of ordinary thermodynamics.