The structure of silica ridge waveguides with upper-cladding is optimized by theoretical simulation. Based on this design, a Mach-Zehnder electro-optic modulator is fabricated by micro-electronics techniques, which is used for the study of electro-optic effect and nonlinear effect induced by thermal poling. The nonlinear effects in silica are improved after thermal poling, with 0.093pm/V and 8.50×10-22(m/V)2 achieved in the experiment for linear electro-optic coefficient and second-order electro-optic coefficient，respectively. The physical mechanism of the enhancement of nonlinear effects in silica by thermal poling is also analyzed theoretically.