GMR (giant magneto resistance) sensor can be used to measure the eddy current magnetic field of the Al-alloy weld. The nonlinear time series analysis method is introduced to study the signals from the eddy current magnetic field of the weld in three different states, which include good, lack of penetration, and clustered blowhole weld. Several nonlinear characteristic parameters, such as Lyapunov exponent and correlation dimension etc., are extracted. The results show that the eddy current magnetic field of the Al-alloy weld has distinguished chaotic features. Analysis of the Lempel-Ziv complexity and approximate entropy for different signals leads to the conclusion that these two complex measures are sensitive to the eddy current magnetic field of the weld zone. Through these methods, nonlinear characteristics of eddy current magnetic field of the weld can be obtained for identifying and classifying the type of the weld, which will serve as an efficient supplementary diagnostic tool to reveal different patterns of the welds.