The convex property of a nonlinear wireless power transfer (WPT) is characterized in this work. Following a nonlinear energy harvesting model, we express the relationship between the harvested direct current (DC) power and the power of the received radio-frequency signal via an implicit function, based on which the convex property is further proved. In particular, for a predefined rectifier's input signal distribution, we show that the harvested DC power of the nonlinear model is convex in the reciprocal of the rectifier's input signal power. Finally, we provide an example to show the advantages of applying the convex property in WPT network designs.