Solvent as a complex environment can surround solute molecules and modify their function. In this work, different solute–solvent interaction effects on the nonlinear optical behavior of some azo dyes were studied at the molecular level. In this case, spectroscopic technique and density functional theory were used. According to the results, molecular dipole transition, changes between ground and excited state dipole moments, substituent, and environment polarity play considerable effects on the molecular nonlinear optical responses. In addition to solvent effects on the molecular first- and second-order hyperpolarizability, the two-photon absorption cross-section is also modified due to solvent-induced interactions. Moreover, the determination of the contribution of dominant solvent effects on the molecular nonlinear optical behavior can facilitate the studies on the application of optical samples in designing various optical systems.