As early as 1950 s, chalcogenide glasses have aroused the interest of researchers for their special properties of broad infrared transmission band and high refractive index, especially the Te-based chalcogenide glasses whose infrared transparent wavelength can reach up to 18 μm. They may be widely applied in far infrared sensor, CO2 laser energy transmission, biosensor and alien life detection. In addition to the applications in the traditional transmission of infrared energy and infrared imaging, chalcogenide glasses also become the best candidate materials for optical switch, super-continuum sources and Raman gain applications, due to their ultra-high nonlinearity and ultra-short response time. It summarizes the nonlinear properties and applications of the common chalcogenide glasses and compares three theoretical models for chalcogenide glasses nonlinearity analysis. And then describes the most popular test method for chalcogenide glasses nonlinearity, the Z-scanning method. Prospection is given for the exploration of higher nonlinear chalcogenide materials and future directions for research.