Nowadays, there are a lot of iterative algorithms which have been proposed for nonlinear problems of solid mechanics. The existing biggest drawback of iterative algorithms is the requirement of numerous iterations and computation to solve these problems. This can be found clearly when the large or complex problems with thousands or millions of degrees of freedom are solved. To overcome completely this difficulty, the novel one‐iteration nonlinear solver (OINS) using time series prediction and the modified Riks method (M‐R) is proposed in this paper. OINS is established upon the core idea as follows: (1) Firstly, we predict the load factor increment and the displacement vector increment and the convergent solution of the considering load step via the predictive networks which are trained by using the load factor and the displacement vector increments of the previous convergence steps and group method of data handling (GMDH); (2) Thanks to the predicted convergence solution of the load step is very close to or identical with the real one, the prediction phase used in any existing nonlinear solvers is eliminated completely in OINS. Next, the correction phase of the M‐R is adopted and the OINS iteration is started at the predicted convergence point to reach the convergent solution. The training process and the applying process of GMDH are continuously conducted and repeated during the nonlinear analysis in order to predict the convergence point at the beginning of each load step. Through numerical investigations, we prove that OINS is powerful, highly accurate and only needs about one iteration per load step. Thus, OINS significantly saves number of iterations and a huge amount of computation compared with the conventional methods. Especially, OINS not only can detect limit, inflection, and other special points but also can predict exactly various types of instabilities of structures.