The first-order reliability method is widely used for structural reliability analysis; however, its accuracy would become worse for nonlinear problems. This paper proposes the accuracy analysis method of the first-order reliability method, which considers the worst cases when using the first-order reliability method and gives the possible value range of the probability of safety. The accuracy analysis method can evaluate the reliability level of the first-order reliability method when the failure surfaces are nonlinear. The calculation formula for the possible value range of the probability of safety is proposed, and its trend as the dimensions and reliability rise is also discussed in this paper. A numerical example and a honeycomb crashworthiness design are presented to validate the accuracy of the first-order reliability method, and the results show that they are located within the possible value range proposed in this paper.