We develop a nonlinear multigrid method to solve the steady state of microflow, which is modeled by the high order moment system derived recently for the steady-state Boltzmann equation with ES-BGK collision term. The solver adopts a symmetric Gauss-Seidel iterative scheme nested by a local Newton iteration on grid cell level as its smoother. Numerical examples show that the solver is insensitive to the parameters in the implementation thus is quite robust. It is demonstrated that expected efficiency improvement is achieved by the proposed method in comparison with the direct time-stepping scheme.