This paper presents spectral analysis of an electrohydraulic system. For a linear system, spectral analysis using a frequency response function (FRF) offers great insight into system dynamics and controls. The objective of this paper is to extend such benefits to the nonlinear electrohydraulic system. To achieve the objective, generalized frequency response functions (GFRFs) and output spectra of the electrohydraulic system are analyzed in frequency domain. In this paper, two different approaches are proposed to derive the GFRFs. In the first approach, the analytic GFRFs are derived from physical dynamics of the electrohydraulic system. Thus, the dynamic features of the electrohydraulic system can be explored with respect to the physical parameters explicitly in frequency domain. In the second approach, the experimental GFRFs are identified from frequency response data. Although the explicit relationship with the physical parameters is not available, they can predict the output spectrum without a priori knowledge of the electrohydraulic system. The proposed approaches are applied to derive the GFRFs analytically and experimentally for spectral analysis of an electrohydraulic system. Spectral analysis reveals the critical dynamic features of the electrohydraulic system in frequency domain, and it turns out to be crucial for system design, identification, and controls of the electrohydraulic system.