We investigate the non-linear dielectric properties of PbMg1/3Nb2/3O3 (PMN) single crystals and present the following experimental evidence: (a) the absence of the anomaly in the temperature dependence of non-linear coefficients in the relationship between the electric field and polarization, E(P); (b) large difference between the "ac" and "dc" non-linear effects; (c) non-analytical behavior of non-linear dielectric response and the crossover in its field exponents. The fact (a) clearly evidences against the glassy behavior of PMN. The results (b) and (c) can be understood using the model of the interphase boundary motion in PMN.