A linear connection is associated to a nonlinear connection on a vector bundle by a linearization procedure. Our definition is intrinsic in terms of vector fields on the bundle. For a connection on an affine bundle our procedure can be applied after homogenization and restriction. Several applications in Classical Mechanics are provided.Key words and phrases. Nonlinear connection, linear connection, connections on vector and affine bundles, second-order differential equations, Hamilton-Jacobi equation.I would like to thank to the anonymous referees for a careful reading of this manuscript and for their comments and suggestions. Partial financial support from MINECO (Spain) grant MTM2015-64166-C2-1-P and from Gobierno de Aragón (Spain) grant DGA-E24/1 is acknowledged.