  The H\"older continuity of the solution to a nonlinear stochastic partial
differential equation arising from one dimensional super process is obtained.
It is proved that the H\"older exponent in time variable is as close as to 1/4,
improving the result of 1/10 in a recent paper by Li et al [3]. The method is
to use the Malliavin calculus. The H\"older continuity in spatial variable x of
exponent 1/2 is also obtained by using this new approach. This H\"older
continuity result is sharp since the corresponding linear heat equation has the
same H\"older continuity.
