In order to study the third order nonlinear optical property of single-walled carbon nanotube (SWCNT) film, we prepare polymer film of SWCNTs and poly methyl methacrylate (PMMA) on quartz substrate by rotation coating. We obtain linear transmission spectrum and surface morphology of the film. For improving the measurement accuracy of the third order nonlinear coefficient of SWCNT polymer film, we discuss the influence of the changes in related parameters of the Z scanning method upon the measurement accuracy of the material nonlinear coefficient, and build Z scanning system to study the third order nonlinear optical properties of the thin film. Through the simulation and calculation of experimental data, we obtain that the third order nonlinear absorption coefficient (β) and the third order nonlinear refractive coefficient (γ) of this SWCNT film are -7.8×10-7 cm/W and -6.4×10-11 cm2/W, respectively, and the third order nonlinear susceptibility is 2.06×10-9 esu. The results prove that SWCNT/PMMA film owns strong nonlinear optical properties.