With the development of integration technology, all kinds of integrated optoelectronic devices based on nonlinear optical waveguide become current research hotspots. However, the low level of nonlinearity characteristics of traditional substrate materials has been the primary problem for the development of optical waveguide devices. The research status of the third-order optical nonlinearity of chalcogencide glasses is introduced, and the research results show that nonlinear response time can be up to femtosecond, which is attributed to the distortion of chalcogencide atoms under bright light, and nonlinear refractive index has significant correlation with homopolar metallic bond. The research progress of chalcogenide optical waveguides is reviewed on substrate classification, manufacture process and nonlinear application. Considering the existent problems in the current research, it is proposed that the environmental substrate material, perfect manufacture process and new-type optical waveguide devices are the directions of the future study.