A new conservation theorem of the nonholonomic systems is studied. The conserved quantity is onlyconstructed in terms of a general Lie group of transformation vector of the dynamical equations. Firstly, we establish thedynamical equations of the nonholonomic systems and the determining equations of Lie symmetry. Next, the theore mof non-Noether conserved quantity is deduced. Finally, we give an example to illustrate the application of the result.