Retrieval of the amplitude and phase of electromagnetic waves made digital holographic microscopy (DHM) capable of revealing morphological details at ultrahigh resolution in the order of a few nanometers only and precisely measuring the refractive index across a sample (e.g. cell or neuron). In short,DHM added a new dimension to optical imaging,whic h explains why it is such an excellent instrument for metrological,but also for biological applications. We believe that DHM is,b y nature,ideally suited for nonlinear microscopy. In this work,w e review the advantages of DHM for nonlinear microscopy and present its application to determination of the axial position of nonlinear nanoparticles capable of second harmonic generation.