The nonlinear optical properties of quantum dots under multidimensional confinement potential are investigated. In the framework of the effective mass approximation, the analytical formula of the optical absorption coefficient in the quantum dots is derived using the density matrix method and the iterative procedure, and the numerical results of typical Al0.3Ga0.7 As/GaAs material are calculated. Through calculation and numerical fitting, it is found that increasing temperature and the depth of limiting potential will give rise to the absorption peak to move to the high‐energy region commonly referred to as the blueshift, within a certain range of parameter variations. While reducing the range of limiting potential, quantum dot radius and the hydrostatic pressure can achieve the same effect. It is important to emphasize that variations in hydrostatic pressure and the depth of the limiting potential result in significant changes to the peak value of the optical absorption coefficient. The research results have a certain guiding significance for further study of the optical properties of quantum dots under multidimensional confinement potential and their application in practical production.