It is pointed out that the higher-order symmetries of the Camassa-Holm (CH) equation are nonlocal and nonlocality poses problems to obtain higher-order conserved densities for this integrable equation (J. Phys. A: Math. Gen. 2005, {bf 38} 869-880). This difficulty is circumvented by defining a nolinear hierarchy for the CH equation and an explicit expression is constructed for the nth-order conserved density.