The extended state observer (ESO) is a novel observer for a class of uncertain systems. Since ESO adopts the continuous non-smooth structure, the classical observer design theory is hard to use for ESO analysis. In this note, the self-stable region (SSR) approach, which is a nonlinear synthesis method for nonlinear uncertain systems, will be used for ESO design and its stability analysis. The advantages of the non-smooth structure in ESO for improving the convergence properties and the estimation precision will be shown.