Films with alternating layers containing anionic tetracarboxylic copper phthalocyanine [ CuPc(COONa)4 ] and cationic polydiallydimethylammonium chloride (PDDA) were fabricated by electrostatic self-assembled layer-by-layer (LBL) technique. The delicate structure of the film was characterized by a series of techniques. The third-order nonlinear optical properties of the film were measured by the Z-scan technique with laser duration of 4 ns and 21 ps at the wavelength of 532 nm. The film exhibited excellent nonlinear absorption and self-focusing effect. The second-order molecular hyperpolarizability γ value of the film was much larger than that of CuPc(COONa)4 aqueous solution under the irradiation of whether ns or ps pulses. A series of damage experiments of the film for the intense laser pulses were conducted to prove the reliability of the experimental results under the conditions.