Nonlinear spectroscopy based on multi-photon laser wave mixing is presented as a sensitive analytical technique for rapid detection and imaging of various analytes in microfluidic and microarray devices. Capillary electrophoresis microchips and DNA microarrays offer improved speed of analysis over conventional methods. Laser wave-mixing optical methods offer sensitive detection of small changes in chemical and physical properties. Wave-mixing spectroscopy is especially effective in using small optical path lengths available in microchips. This unusually sensitive optical absorption detection method can keep up with fast changing environments in microfluidic systems. In wave mixing, two laser beams are focused and mixed inside the analyte. The analyte probe volume, i.e., the beam overlap volume, is very small. Hence, it is inherently suitable for interfacing to microchips and microarrays for high spatial resolution analysis. Signal collection is very efficient since the signal is a coherent laser-like beam. The signal has a quadratic dependence on analyte concentration and a cubic dependence on laser power. Hence, one can monitor small changes in signal more effectively and one can use low-power compact lasers efficiently.