Hybrid halide perovskites emerging as a highly promising class of functional materials for semiconductor optoelectronic applications have drawn great attention from worldwide researchers. In the past few years, prominent nonlinear optical properties have been demonstrated in perovskite bulk structures indicating their bright prospect in the field of nonlinear optics (NLO). Following the surge of 3D perovskites, more recently, the low‐dimensional perovskites (LDPs) materials ranging from two‐, one‐, to zero‐dimension such as quantum‐wells or colloidal nanostructures have displayed unexpectedly attractive NLO response due to the strong quantum confinement, remarkable exciton effect, and structural diversity. In this perspective, the current state of the art is reviewed in the field of NLO for LDP materials. The relationship between confinement effect and NLO is analyzed systematically to give a comprehensive understanding of the function of dimension reduction. Furthermore, future directions and challenges toward the improvement of the NLO in LDP materials are discussed to provide an outlook in this rapidly developing field.