Nonparametric estimation of a nonlinear cointegrating regression model is studied. This paper offers the asymptotic theory of the local linear estimator for a nonlinear cointegrating regression model. It is shown that the local linear estimator has the same asymptotic distribution as the Nadaraya-Watson estimator in a nonparametric cointegrating regression, and the asymptotic orders for the biases of the two nonparametric estimators will be provided. Monte Carlo simulation shows that the finite sample performances of the local linear estimator outperform those of Nadaraya-Watson estimator.