Precisely characterizing Li-ion batteries is essential for optimizing their performance, enhancing safety, and prolonging their lifespan across various applications, such as electric vehicles and renewable energy systems. This article introduces an innovative nonlinear methodology for system identification of a Li-ion battery, employing a nonlinear autoregressive with exogenous inputs (NARX) model. The proposed approach integrates the benefits of nonlinear modeling with the adaptability of the NARX structure, facilitating a more comprehensive representation of the intricate electrochemical processes within the battery. Experimental data collected from a Li-ion battery operating under diverse scenarios are employed to validate the effectiveness of the proposed methodology. The identified NARX model exhibits superior accuracy in predicting the battery's behavior compared to traditional linear models. This study underscores the importance of accounting for nonlinearities in battery modeling, providing insights into the intricate relationships between state-of-charge, voltage, and current under dynamic conditions.