Almost all countries around the world are struggling against the novel coronavirus (Covid-19) pandemic. In this paper, a nonlinear Markov chains model is proposed in order to analyse and to understand the behaviour of the Covid-19 pandemic. The data from China was used to build up the presented model. Thereafter, the nonlinear Markov chain model is employed to estimate the daily new Covid-19 cases in some countries including Italy, Spain, France, UK, the USA, Germany, Turkey, and Kuwait. In addition, the correlation between the daily new Covid-19 cases and the daily number of deaths is examined.