In this paper is considered nonlinear electrodynamics (NE) which does not satisfy the linear superposition principle (LSP). Since the presentation of the special theory of relativity, it has been commonly accepted that a famous formula E = mc^2 = m_0c^2 /(1-v^2/c^2)^(1/2) expresses the energy of a free particle only. However, while studying the experiment for the annihilation of particle and antiparticle and the production of the photon in terms of the law of energy conservation of particle and field, we obtain a conclusion that E includes not only the energy of a free particle but also the energy of its self -fields (electromagnetic field and gravitational field). Hence, a formula for the energy in the special theory of relativity comes to have a more inclusive meaning than Einstein had thought of it. Based upon such an idea and the correspondence principle, through introducing a new non-Euclidean four-dimensional space, so-called KR space in which the metric is the function of coordinates and 4-velocity, we reformulate the action function to be a function defined in the nonlinear version and from it find equation system for a charge and the field with a modified version, which is reduced to that in the Maxwell theory under the weak field condition: here, weak field condition is given by |U/m_0c^2|<<1, U; interactional energy. With the equation system, we show that the divergence problem arising from the Maxwell theory, without invoking renormalization, is very naturally solved by sensible mathematics and then demonstrate that the total energy of a free charge and its field equals mc^2 and so the energy of an electrostatic field leads to the finite. In this course are derived the modified version of Coulomb potential and of radiation reaction without renormalization which contains an interference effect (a nonlinear effect that does not obey LSP).