The nonlinear dynamical variation equation and compatible equation of the shallow conical shell with variable thickness are obtained by the theory of nonlinear dynamical variation equation and compatible equation of the circular thin plate with variable thickness. Assuming the thin film tension is composed of two items. The compatible equation is transformed into two independent equations. Selecting the maximum amplitude in the center of the shallow conical shells with variable thickness as the perturbation parameter, the variation equation and the differential equation are transformed into linear expression by theory of perturbation variation method. The nonlinear natural frequency of shallow conical shells with circular bottom and variable thickness under the fixed boundary conditions is solved; in the first approximate equation, the linear natural frequency of shallow conical shells with variable thickness is obtained, in the third approximate equation, the nonlinear natural frequency of it is obtained. The figures of the characteristic curves of the natural frequency varying with stationary loads, large amplitude, and variable thickness coefficient are plotted. A valuable reference is given for dynamic engineering.