For a nonlinear nonholonomic constrained mechanical system with the action of small forces of perturbation, Lie symmetries, symmetrical perturbation, and a new type of non-Noether adiabatic invariants are presented in general infinitesimal transformation of Lie groups. Based on the invariance of the equations of motion for the system under general infinitesimal transformation of Lie groups, the Lie symmetrical determining equations, constraints restriction equations, additional restriction equations, and exact invariants of the system are given. Then, under the action of small forces of perturbation, the determining equations, constraints restriction equations, and additional restriction equations of the Lie symmetrical perturbation are obtained, and adiabatic invariants of the Lie symmetrical perturbation, the weakly Lie symmetrical perturbation, and the strongly Lie symmetrical perturbation for the disturbed nonholonomic system are obtained, respectively. Furthermore, a set of nonNoether exact invariants and adiabatic invariants are given in the special infinitesimal transformations. Finally, one example is given to illustrate the application of the method and results.