Thermal rectification is a special heat transfer phenomenon that thermal conductance of a sample is higher in one direction than that in the reversed direction. Thermal rectifiers have been proposed to be the building blocks of phononic circuits, high performance thermoelectric devices, and energy-saving materials. Theoretically, thermal rectification has been suggested to be ubiquitous, occurring in wherever nonlinear interactions and broken inversion symmetry are present. However, currently available experimental methods have limited sensitivities and are unable to unravel the interesting effect in many systems. Here, by adopting the concept of nonlinear optics, we propose an improved experimental method to detect minuscule thermal rectification from large background thermal conductance. Experimentally, a SiC nanowire, a SiGe nanowire, and a multiwall BN nanotube are investigated and found their thermal rectification is smaller than 0.2% even after asymmetric mass-loading. The method would be very powerful in revealing interesting phonon properties of many materials.