CuInGaSe2 (CIGS) nanocrystal (NC) thin film is used for the development of optoelectronic devices as solar cell due to its prominent properties, such as high conversion efficiency and environmentally friendly structure. In the current study, CIGS NC thin film was prepared at four different thin film thickness including 52 nm, 89 nm, 183 nm and 244 nm thicknesses depending on laser parameters, using pulsed laser deposition technique. Linear optical properties of CIGS NC thin films have been determined and energy band gap values have been calculated as 1.4 eV, 1.5 eV, 1.6 eV and 1.7 eV, respectively, by using UV–Vis–NIR absorption spectroscopy. The surface morphology of grown CIGS NC thin films has been measured using high-resolution transmission electron microscopy (HR-TEM) which shows regular and uniform surface structure with nanocrystal distribution. The interplanar distance for CIGS has been measured as 0.32 nm. The investigation of third order nonlinear optical properties of CIGS NC thin films has been performed using femtosecond laser z-scan technique with 800 nm laser wavelength at 90 fs pulse duration and results have been reported in this present work. It has been reported that all of CIGS NC films obtained have exhibited nonlinear absorption behaviours. Furthermore, CIGS NC thin films nonlinear refractive indexes (n2) and nonlinear absorption coefficient (β) have been diagnosed to be about ~ 10–17 cm2/W and ~ 10–11 cm/W, respectively. Third-order susceptibilities for CIGS NC thin films have also been determined to be 10–10 esu. The nonlinear optical results have revealed that CIGS NC thin films have some promising properties for third order nonlinear materials.