The generalized finite integral transform method was applied to get the dynamic characteristic of a nonlocal thin plate based on the stress gradient nonlocal theory. The integral transform pairs were established by using the integral kernels which can satisfy the boundary conditions. The higher-order partial differential equation of the nonlocal thin plate was transformed in to a series of linear algebraic equations through the integral transform, and the nature frequencies of the governing equations can be solved exactly. To confirm the validity of the simulated, the results were compared with the finite element method and the existing ones. The effects of the nonlocal parameter and the dimension of the plate on the nature frequency were studied. The proposed method provides a new way to solve the mathematical problem of the nonlocal plate problem.