Metasurfaces refer to the optical nanoantenna arrays composed of subwavelength structures. Nanoantennas can have resonances under appropriate excitation conditions, to achieve near-field enhancement, and thus enhancing nonlinear optical effects. Compared with conventional nonlinear optical crystals, metasurfaces are more compact, with the possibility for on-chip integration. Due to the subwavelength light-matter interaction length, for applications such as nonlinear harmonic generation, metasurfaces does not suffer from the limitation of phase-matching. In addition, metasurfaces own the subwavelength spatial resolution. By designing and arranging the meta-atoms, metasurfaces can realize flexible control of the phase, polarization, and amplitude of the harmonic wave. Recent works on nonlinear metasurfaces for applications in optical frequency conversion, nonlinear wavefront control and ultrafast all-optical modulation were reviewed, the challenges and perspectives for the practical application of metasurfaces were presented.