Two-dimensional　(2D)　materials　with　atomic　thickness,　tunable　light-matter　interaction,　and　significant　nonlinear　susceptibility　are　emerging　as　potential　candidates　for　new-generation　optoelectronic　devices.　In　this　review,　we　briefly　cover　the　recent　research　development　of　typical　nonlinear　optic　(NLO)　processes　including　second　harmonic　generation　(SHG),　third　harmonic　generation　(THG),　as　well　as　two-photon　photoluminescence　(2PPL)　of　2D　materials.　Nonlinear　light-matter　interaction　in　atomically　thin　2D　materials　is　important　for　both　fundamental　research　and　future　optoelectronic　devices.　The　NLO　performance　of　2D　materials　can　be　greatly　modulated　with　methods　such　as　carrier　injection　tuning,　strain　tuning,　artificially　stacking,　as　well　as　plasmonic　resonant　enhancement.　This　review　will　discuss　various　nonlinear　optical　processes　and　corresponding　tuning　methods　and　propose　its　potential　NLO　application　of　2D　materials.