We derive a wave coupling theory of nonlocal linear electro-optic effect, and the analytical solutions of the resultant equations are provided. With the solutions we study the nonlocal linear electro-optic effect in crystals of different symmetry groups. It shows that the nonlocality of χ̄(2) plays a non-negligible role on the linear electro-optic effect only when the nonlocal characteristic length of χ̄(2) is comparable with the beam width, and the output beam is no longer Gaussian shape as the input beam in an electro-optic amplitude modulation when nonlocality of χ̄(2) is non-negligible. Methods to measure the nonlocal characteristic lengths of of χ̄(1) and χ̄(2) are also discussed.