We report the two photon luminescence (TPL) and second harmonic generation (SHG) characteristics of Zinc Oxide (ZnO) in ceramic, thick film and nano-rod. All samples were prepared from commercially available analytical pure ZnO powder. Sintering, physical vapour deposition (PVD), and hydrothermal methods were used in preparing the three types of samples respectively. The comparison among the three showed, while a degree of similarities between the ceramic and the nano-rod, a significant difference in the film. Possible reasons for the wavelength downshift in the film sample are discussed. Images acquired by TPL and SHG microscopy are presented, both ceramic and film samples show granular structure and a reverse bright-dark contract was observed from TPF to SHG image between the grain region and the granular boundaries.