The traditional response surface method in combination with first order second moment (FORM) approach isnt suitable for reliability analysis of structure with a nonlinear implicit limit state equation. The support vector machine (SVM) method can deal with the problem of statistical learning of small samples, which provides a very good basic theory for the reconstruction of the limit state function. The structural reliability analysis is done with the importance sampling method by using SVM method and limited experimental samples to reconstruct the limit state performance function. In comparison with the traditional response surface method, the proposed approach in this paper can achieve a more accurate result without increasing the amount of structural calculation works and can deal with the problem of reliability analysis of structure with a nonlinear implicit limit state equation effectively.