This chapter provides a comprehensive overview of the nonlinear optical properties of zinc oxide (ZnO) single crystals and micro-nanostructures. It discusses second-harmonic generation (SHG), two-photon and multiphoton absorption, and related luminescent phenomena. Experimental observations include the influence of structural symmetry, surface/interface effects, and ion implantation on SHG efficiency, as well as self-absorption and carrier recombination behaviors under multiphoton excitation. The enhanced SHG signals observed in ZnO hollow rods, nanowires, and nano-tetrapods are attributed to surface-induced nonlinear polarizability and multiple reflection effects. The chapter also compares these behaviors with those of other wide bandgap semiconductors such as GaN, highlighting the significance of resonance enhancement and self-absorption phenomena. Finally, it outlines potential applications of ZnO’s nonlinear optical characteristics in optoelectronic devices, imaging, and nanophotonics, emphasizing future research directions for improved understanding and material engineering.