We present proof of the axion as a cold dark matter (CDM) candidate to the fully nonlinear order perturbations based on Einstein's gravity. We consider the axion as a coherently oscillating massive classical scalar field without interaction. We present the fully nonlinear and exact, except for ignoring the transverse-tracefree tensor-type perturbation, hydrodynamic equations for an axion fluid in Einstein's gravity. We show that the axion has the characteristic pressure and anisotropic stress; the latter starts to appear from the second-order perturbation. But these terms do not directly affect the hydrodynamic equations in our axion treatment. Instead, what behaves as the effective pressure term in relativistic hydrodynamic equations is the perturbed lapse function and the relativistic result coincides exactly with the one known in the previous non-relativistic studies. The effective pressure term leads to a Jeans scale that is of the solar-system scale for conventional axion mass. As the fully nonlinear and relativistic hydrodynamic equations for an axion fluid coincide exactly with the ones of a zero-pressure fluid in the super-Jeans scale, we have proved the CDM nature of such an axion in that scale.