Single-phase CuO thin films have been obtained on Si(100) and quartz substrates using pulsed laser deposition technique. The structure, surface image, optical transmittance and reflectance of the films were characterized by X-ray diffraction, Raman spectroscopy, scanning electron microscopy and UV-vis spectroscopy. The SEM image demonstrates that the grain size is about 45nm. The third-order optical nonlinearities in CuO films were investigated by Z-scan method using a femtosecond laser (800nm, 50fs). The results show that CuO films have ultrafast nonlinear optical response and large optical nonlinearity with the real and imaginary parts of third-order nonlinear susceptibility, χ(3), being -7.88×10-11 esu and -2.13×10-11 esu, respectively, indicating CuO thin films are potential materials for applications in nonlinear optical devices.