In the first section of this Chapter, the basics of nonlinear optical (NLO) processes are systematically described. Then the generation of the visible pulse utilizing the NLO processes is described and ultrafast spectroscopy using the visible pulse is discussed. By using such short pulse, fast chemical reactions, which cannot be identified by utilizing strobe light or flash lamp, can be studied. After the development of femtosecond lasers, they have been widely applied to observe the transition state of various chemical reactions. In the near infrared (NIR) region, a commercial light source of Ti:sapphire laser is available as a femtosecond light source, but not available in the visible and ultraviolet (UV) regions. In this article, we report our development of sub 10 fs visible-NIR, UV, and deep-ultraviolet (DUV) pulses and their applications to ultrafast spectroscopy.