Recently, transform-based tensor nuclear norm (TNN) minimization methods have received increasing attention for recovering third-order tensors in multi-dimensional imaging problems. The main idea of these methods is to perform the linear transform along the third mode of third-order tensors and then minimize the nuclear norm of frontal slices of the transformed tensor. The main aim of this paper is to propose a nonlinear multilayer neural network to learn a nonlinear transform by solely using the observed tensor in a self-supervised manner. The proposed network makes use of the low-rank representation of the transformed tensor and data-fitting between the observed tensor and the reconstructed tensor to learn the nonlinear transform. Extensive experimental results on different data and different tasks including tensor completion, background subtraction, robust tensor completion, and snapshot compressive imaging demonstrate the superior performance of the proposed method over state-of-the-art methods.