Nonlinear ultrasonic methods have distinct advantage in material microstructure features test, especially in material early damage test. Based on the development progress of nonlinear ultrasound, this paper describes the basic theories and mathematical models of nonlinear ultrasound, deeply analyzes the influence factors of nonlinear ultrasonic parameters, including dislocation monopole model, dislocation dipole model, precipitates and microcracks. This paper presents the details of available nonlinear ultrasonic measurement and analysis techniques, focusing on nonlinear ultrasonic longitudinal wave and Rayleigh wave methods. The main focus of this paper is a critical review of the literatures that utilize nonlinear ultrasound for nondestructive evaluation of closed crack, fatigue and early dislocation damage monitoring, thermal aging, creep damage and radiation damage in materials. Finally, the challenges and opportunities of the nonlinear ultrasonic testing technology in the application of material early damage diagnosis are outlined.