This paper is concerned with a nonlinear iterative functional differential equation x'(z)=1/x(p(z)+ bx'(z)). By constructing a convergent power series solution of an auxiliary equation, analytic solutions of the original equation are obtained. We discuss not only in the general case, but also in critical cases, especially for a given in Schröder transformation is a root of the unity. And in case (H4), we dealt with the equation under the Brjuno condition, which is weaker than the Diophantine condition. Moreover, the exact and explicit solution of the original equation has been investigated for the first time. Such equations are important in both applications and the theory of iterations.
