With the progress of micro-nano photonics, it becomes the forefront of international research to tune optics in nano-scale. How to design smaller, faster and stronger nano-photonic devices, which can realize all-optical integration, has become the new technology, competition and hot spots. Of which the photonic crystal and surface plasmon structures, represented by the micro-nano photonics research and applications in the international community, were widely appreciated. The micro-nano structure combined with optical nonlinear materials can effectively enhance or control the third-order optical nonlinearity of materials. This tunable nonlinear response can control transmittance of light initiative and design novel all-optical devices, such as all-optical switches. The micro-nano structure of the enhanced optical nonlinearity and nonlinear all-optical control research are summarized.