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Anal. 40, No. 1, 11-19 (1990; Zbl 0694.34001) and J. Math. Anal. Appl. 162, No. 2, 494-505 (1991; Zbl 0748.34040)] theorems about the existence and the uniqueness of solutions of abstract nonlinear nonlocal Cauchy problem in Banach spaces were considered by the author. To obtain those results, the Banach theorem about fixed point and the method of semigroups were used. The aim of this paper is to construct an approximate solution to an abstract nonlinear nonlocal Cauchy problem \\(x'(t)=f(t,x(t))\\), \\(t\\in[t_ 0,t_ 0+T]\\), \\(x(t_ 0)+kx(t_ 0+T)=x_ 0\\in F\\) in a Banach space under the assumptions that the right-hand side of the differential equation does not satisfy any kind of Lipschitz condition and under the assumption that the right-hand side of the nonlocal condition belongs to a locally closed subset of a Banach space. To prove the main result of the paper, a modification of a method used by \\textit{V. Lakshmikantham} and \\textit{S. Leela} [Nonlinear differential equations in abstract spaces, Oxford (1981; Zbl 0456.34002)] is applied. To modify the approach by Lakshmikantham and Leela, we construct a special locally closed subset of a Banach space. 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