Based on the compact density matrix approach, the linear and nonlinear refractive index change (RIC) and optical rectification (OR) coefficients in a GaN -based step QW with strong built-in electric field (BEF) have been theoretically deduced and investigated in detail. The analytical electronic state is derived by the two airy functions. And the band nonparabolicity is taken into account by using an energy dependence effective mass (EDEM) method. Numerical calculations on a four-layer AlN / GaN / Al x Ga 1-x N / AlN step QW are performed, and the curves for the geometric factors, the linear, the nonlinear, the total RICs and the OR coefficients as functions of the structural parameters of the step QW are discussed. The features for these curves were specified and reasons for the features were explained reasonably. It is found that the decreasing of well width Lw, and step barrier width Lb and the doped concentration x in step barrier will result in the significant enhancement of the RICs. With the decrease of Lw, Lb and x, the resonant photon energies of RIC and OR coefficients have obvious blue-shift. Moreover, the RIC and OR coefficients behave different dependence on the structural parameters of the GaN -based step QWs. The profound physical reasons are also analyzed.