The clearance of movement pair of mechanism can make great influence on dynamic response of the system. Therefore, it is necessary to take into consideration of the clearance of movement pair of steering mechanism in dynamic analysis of vehicle shimmy system. Based on nonlinear dynamics, the 6-DOF dynamic model of vehicle shimmy system with consideration of clearance of movement pair of steering mechanism was established with Lagrange equations. Based on the parameters of a certain vehicle, simulation on the dynamic response of the vehicle shimmy system was performed, and the effect of the vehicle speed on the front wheel shimmy was discussed. The results showed that self-excited shimmy would occur under certain vehicle speed range, which met well with the experimental results of roadway tests of the vehicle. Therefore, the presented method is verified.