The reduced dimensionality of two-dimensional materials gives rise to many novel optical phenomena. In particular， finite size effects and heterogeneities at the micro- to nano-scale significantly modify and even control their linear and nonlinear optical properties. Therefore， optical imaging and spectroscopy of the physical properties at their characteristic length scales are needed to understand and optimize the properties of the two-dimensional materials. In this regime， optical microscopy is one of the most widely applied and effective research techniques. In particular. nonlinear optical microscopy with a high signal-to-noise ratio and resolution under broadband response can effectively characterize the fundamental physical properties of two-dimensional materials， which plays a key role in the elementary research and applications of two-dimensional materials. In this paper， we review the progress of nonlinear optical microscopy in sensitively resolving layer number， crystal axes， grain boundaries， stacking orders， external coupling， etc.， in graphene， transition metal dichalcogenides， and their heterostructures. We discuss the technical challenges of nonlinear optical microscopy and provide a perspective on the future of the field.