Intersubband linear and third-order nonlinear optical properties of conical quantum dots with infinite barrier potential are studied. The electronic structure of conical quantum dots through effective mass approximation is determined analytically. Linear, nonlinear, and total absorption coefficients, as well as the refractive indices of GaAs conical dots, are calculated. The effects of the size of the dots and of the incident electromagnetic field are investigated. Results show that the total absorption coefficient and the refractive index of the dots largely depend on the size of the dots and on the intensity and polarization of the incident electromagnetic field.