Abstract: This paper mainly introduces the fabrication of nanoparticles by short pulsed laser ablation and its applications in the field of non-linear optics. With the characteristics of high purity, simple operation and wide applicability, the non-linear nanoparticles synthesized by short pulsed laser ablation show controllable size and size distribution, which has an unique role in non-linear optical materials. In order to further summarize this research area, this paper first introduces the optical non-linearity of the nanoparticles and the working principles of the pulsed lasers. The mechanism of interaction between pulsed laser and material is described, followed by analyzing the advantages of as-synthesized nanoparticles. The effects of processing parameters are also reviewed in detail. The current research status of various laser ablated nanoparticles is established for preparing different nanoparticles by pulsed laser ablation. Synthesis of nanoparticles by pulsed laser ablation is significantly considered as an environmental-friendly and versatile method.