By using the piecewise continuum technique, a continuous computational model is developed for second-order analysis of variable cross-section frame-shear wall structure. By introducing the concept of state vectors, the state space equations of every segment in second-order analysis are derived, then the state vector expression can be calculated according to the state space theory, and the initial state vector can be obtained according to the boundary conditions of the structure by using the precise integration method. The displacements and internal forces of each member can be derived as well. The numerical example is shown and the result is compared with that of other methods.