Quantum dots are useful model systems for studying quantum thermoelectric behavior because of their highly energy-dependent electron transport properties, which are tunable by electrostatic gating. As a result of this strong energy dependence, the thermoelectric response of quantum dots is expected to be nonlinear with respect to an applied thermal bias. However, until now this effect has been challenging to observe because, first, it is experimentally difficult to apply a sufficiently large thermal bias at the nanoscale and, second, it is difficult to distinguish thermal bias effects from purely temperature-dependent effects due to overall heating of a device. Here we take advantage of a novel thermal biasing technique and demonstrate a nonlinear thermoelectric response in a quantum dot which is defined in a heterostructured semiconductor nanowire. We also show that a theoretical model based on the Master equations fully explains the observed nonlinear thermoelectric response given the energy-dependent transport properties of the quantum dot.