In order to determine the initial stress of pneumatic membrane structures in form finding analysis in the condition that the internal pressure is given, the Taylor Expansion of a multi variable function is used to establish the volume differential equation. With the nonlinear finite element method based on Updated Lagrangian formulations, this paper presents a new approach to calculate the nodal displacements and initial stress in pneumatic membrane structures form-finding analysis. A numerical procedure has been developed and two air supported membrane structures are selected as the analytical models. By comparing the numerical results with the corresponding theoretical results, the validity of the presented approach is shown.