In this paper, the Joule-Thomson expansion of the higher dimensional nonlinearly charged AdS black hole in Einstein-PMI gravity is investigated by considering the cosmological constant as the thermodynamic pressure. First, according to the thermodynamic quantities of the black hole in extended phase space, we derive the Joule-Thomson coefficient µBH, the equation of the inversion curve, the ratio ηBH between the minimum of inversion temperature and the critical temperature, and the equation of the isenthalpic curves. Then, the influence of various parameters of the black hole on the aspects characteristic of the Joule-Thomson expansion are analyzed via numerical method. The results show the µBH has a zero point and a divergent point in the µ − r+ plane, which are coincide the inversion temperature Ti and the zero point of Hawking temperature, respectively. The inversion temperature Ti increase monotonously with inversion pressure. For high pressure, it increase as the spacetime dimension D and the nonlinearity parameter s decrease, or the charge Q increase, whereas Ti for low pressure increase as D and s increase, or Q decrease. The ηBH does not depend on Q, it recovers the higher Reissner-Nördstrom AdS black hole case when s = 1. However, for s > 1, it becomes smaller and smaller as D increase, and approaches an constant when D → ∞. Finally, we found that increase of mass M and s, or reduce the charge and D can enhance the isenthalpic curve, and effect of s on the isenthalpic curve is much greater than other parameters.