We study the thermodynamical structure of Einstein black holes in the presence of power Maxwell invariant nonlinear electrodynamics for two different cases. The behavior of temperature and conditions regarding the stability of these black holes are investigated. Since the language of geometry is an effective method in general relativity, we concentrate on the geometrical thermodynamics to build a phase space for studying thermodynamical properties of these black holes. In addition, taking into account the denominator of the heat capacity, we use the proportionality between cosmological constant and thermodynamical pressure to extract the critical values for these black holes. Besides, the effects of the variation of different parameters on the thermodynamical structure of these black holes are investigated. Furthermore, some thermodynamical properties such as the volume expansion coefficient, speed of sound, and isothermal compressibility coefficient are calculated and some remarks regarding these quantities are given.