[en] Highlights: • A nonlinear optical method studying exciton properties is proposed. • Strong nonlinear optical effects of 2D perovskites are presented. • Influences of excitation density on quantum confinement effect are emphasized. Two-dimensional (2D) methylammonium lead halide perovskites (MAPbX₃) have gained intensive research attention in past two years. Due to their quantum and dielectric confinements, 2D MAPbX₃ exhibited giant exciton binding energy, increased bandgap, and blueshifts of photoluminescence. Some of these novel characteristics have been successfully utilized to improve the performances of optoelectronic devices. However, up to now, the studies of quantum confinements are restricted within the linear region. Lots of important effects in quantum systems such as the exciton-exciton interaction have never been considered. Herein we synthesized the 2D MAPbBr₃ nano-sheets with layer number n = 7–10, 5, 3, 1 and characterized their nonlinear optical properties under high excitation density. Due to the strong excitonic resonance, we have achieved significantly increased third-harmonic generation (THG) from the 2D MAPbBr₃ nano-sheets. The deduced χ³ of few-layer MAPbBr₃ nano-sheets was more than 50 times larger than the bulk MaPbBr₃ microblocks. While the THG was strongly dependent on the excitonic resonance, we found that their peak wavelengths were different from the ones of excitons in linear absorption spectra. This kind of mismatching became much larger in 2D MAPbBr₃ with smaller layer number and high incident power. The experimentally demonstrated blueshift was as large as 150 meV, which was more than an order of magnitude larger than the ones in conventional quantum wells. By solving the 2D exciton Schrödinger equation with screened parameters, we found that the effective repulsion between carriers at high electron-hole pair density played an important role in the reduction of the exciton binding energy, and thus induced the increase (blueshift) of exciton transition energy. This research will help the understanding the quantum confinement effects in 2D materials and can pave a new route to 2D MAPbBr₃ nonlinear optical devices.