The study on the nonlinear optical responses arising from plasmonic nanoantennas, known as nonlinear plasmonics, has been massively investigated in recent years. Among the most basic nonlinear optical responses, second-harmonic generation (SHG) and multiphoton photoluminescence (MPL), two-photon photoluminescence in particular, has aroused extensive interests, due to their distinct properties of being ultrasensitive to the spatial symmetry and ultrafast response time of hot electrons. In this review, we give insights into fundamental roles dominating the radiations of such nonlinear optical processes and their recent research advances. Different from other reviews on nonlinear plasmonics, which mainly focused on parametric processes, this review pays equal attentions to the incoherent process of MPL. An in-depth description on the excitation and emission processes of MPL in accordance with recent studies is fully presented. By using the high ‘symmetry rule’ of SHG and ultrafast response time of MPL, advanced applications in surface enhanced spectroscopy, ultra-sensitive photodetector, biosensor and ultrafast laser pulses are highlighted in the end.