In most practical adaptive signal processing systems, e.g., active noise control, active vibration control, and acoustic echo cancellation, substantial nonlinearities that cannot be neglected exist. In this paper, we analyze the behaviors of an adaptive system in which the output of the adaptive filter has the clipping saturation-type nonlinearity by a statistical-mechanical method. We discuss the dynamical and steady-state behaviors of the adaptive system by asymptotic analysis, steady-state analysis, and numerical calculation. As a result, it has become clear that the saturation value has the critical point at which the system’s mean-square stability and instability switch. The obtained theory well explains the strange behaviors around the critical point observed in the computer simulation. Finally, the exact value of the critical point is also derived.