The general concept of nonlinear self-adjointness of differential equations is introduced. It includes the linear self-adjointness as a particular case. Moreover, it embraces the strict self-adjointness (definition 1) and quasi-self-adjointness introduced earlier by the author. It is shown that the equations possessing nonlinear self-adjointness can be written equivalently in a strictly self-adjoint form by using appropriate multipliers. All linear equations possess the property of nonlinear self-adjointness, and hence can be rewritten in a nonlinear strictly self-adjoint form. For example, the heat equation ut u = 0 becomes strictly self-adjoint after multiplying by u1. Conservation laws associated with symmetries are given in an explicit form for all nonlinearly self-adjoint partial differential equations and systems.