Quantum Cascade Laser (QCL) is a unipolar semiconductor laser that relies on the excitation of photons radiated by electrons leaping between subbands of quantum wells. Numerous theoretical and experimental studies have demonstrated that slight external perturbations (optical feedback, optical injection) or sufficiently strong internal nonlinear mode couplings can induce nonlinear output of semiconductor lasers. QCL, as a new type of semiconductor device, is characterized by high intracavity strength, strong inter-subband optical nonlinearity and fast electron relaxation time, which has stimulated the interest in studying its nonlinear dynamics. In this paper, we review in detail the progress of the study of nonlinear dynamical characterization in QCL, explore the mechanism of the generation of nonlinear dynamical properties of QCL, and summarize the applications of nonlinear properties of QCL.