In this work an entropy based nonlinear analysis of pathological voices is presented. The complexity analysis is carried out by means of six different entropies, including three measures derived from the entropy rate of Markov chains. The aim is to characterize the divergence of the trajectories and theirs directions into the state space of Markov chains. By employing these measures in conjunction with conventional entropy features, it is possible to improve the discrimination capabilities of the nonlinear analysis in the automatic detection of pathological voices.