Thermal effect has been demonstrated to be one of the strongest mechanism responsible for optical nonlinearity. In this work, we theoretically study the nonlinear scattering from single metallic nanoparticle under intensive continuous wave illumination which is quite different from many of previous studies on the optical nonlinearity of uniform continuous structure in the ultrafast region. By using the best experimentally measured temperature dependent permittivity of gold and silver, modeling with Mie theory as well as comparing with exact simulation model, we calculate the particle temperature and scattering intensity of single nanoparticle of different sizes. We show that, quite counterintuitively, the particle temperature changes with its size non-monotonically. Furthermore, our calculation qualitatively explain the recent experimental results of strong saturation of scattering from single gold and silver nanoparticles. In addition, we investigate how the nonlinearity of absorption affects the nonlinear scattering.