The ability to monitor the physiological effect of the analgesic agent is of interest in clinical practice. Nonstationary changes would appear in photoplethysmography (PPG) during the analgesics-driven transition to analgesia. The present work studied the properties of nonlinear methods including approximate entropy (ApEn) and sample entropy (SampEn) derived from PPG responding to a nociceptive stimulus under various opioid concentrations. Forty patients with ASA I or II were randomized to receive one of the four possible remifentanil effect-compartment target concentrations (Ce) of 0, 1, 3, and 5 ng·ml and a propofol effect-compartment target-controlled infusion to maintain the state entropy (SE) at 50 ± 10. Laryngeal mask airway (LMA) insertion was applied as a standard noxious stimulation. To optimize the performance of ApEn and SampEn, different coefficients were carefully evaluated. The monotonicity of ApEn and SampEn changing from low Ce to high Ce was assessed with prediction probabilities (P). The result showed that low Ce (0 and 1 ng·ml) could be differentiated from high Ce (3 and 5 ng·ml) by ApEn and SampEn. Depending on the coefficient employed in algorithm: ApEn with k = 0.15 yielded the largest P value (0.875) whereas SampEn gained its largest P of 0.867 with k = 0.2. Thus, PPG-based ApEn and SampEn with appropriate k values have the potential to offer good quantification of analgesia depth under general anesthesia.