An analytical theory has been formulated for the stage of nonisothermal nucleation of supercritical particles in a metastable medium with instantaneously generated initial supersaturation. The theory takes into account the nonuniformities of metastable substance concentration and temperature, which result from the nonstationary diffusion of the substance to growing particles and the nonstationary transfer of the heat of the phase transition from the particles to the medium. The formulated theory extends the approach based on the concept of excluded volume that has recently been used in the theory of the stage of nucleation under isothermal conditions. This approach implies that the nucleation intensity of new particles is suppressed in spherical diffusion regions with certain sizes that surround previously nucleated supercritical particles, with the concentration field varying with time in these regions and remaining unchanged in the rest of the medium. It has been shown that, when selfsimilar solutions are u