Optical nonlinear effects are examined using a two-color micro-photoluminescence (micro-PL) method in a coherently coupled exciton-biexciton system in a single quantum dot (QD). PL and photoluminescence excitation spectroscopy (PLE) are employed to measure the absorption spectra of the exciton and biexciton states. PLE for Stokes and anti-Stokes PL enables us to clarify the nonlinear optical absorption properties in the lowest exciton and biexciton states. The nonlinear absorption spectra for excitons exhibit asymmetric shapes with peak and dip structures, and provide a distinct contrast to the symmetric dip structures of conventional nonlinear spectra. Theoretical analyses with a density matrix method indicate that the nonlinear spectra are caused not by a simple coherent interaction between the exciton and biexciton states but by coupling effects among exciton, biexciton and continuum states. These results indicate that Fano quantum interference effects appear in exciton-biexciton systems at QDs and offer important insights into their physics.