We investigate theoretically the Josephson junction of semiconductor nanowire with strong spin-orbit (SO) interaction in the presence of magnetic field. By using a tight-binding model, the energy levels En of Andreev bound states are numerically calculated as a function of phase difference ? between two superconductors in the case of short junctions. The dc Josephson current is evaluated from the Andreev levels. In the absence of SO interaction, a 0-? transition due to the magnetic field is clearly observed. In the presence of SO interaction, the coexistence of SO interaction and Zeeman effect results in En(??)?En(?), where the anomalous Josephson current flows even at ?=0. In addition, the direction dependence of critical current is observed, in accordance with experimental results.