Nonlinear optical properties of thin films of the organic merocyanine dye derived from the class of malonodinitrile dyes, as well as its solid guest-host systems based on polymethyl methacrylate are studied. The optical absorption spectra of films with different dye concentrations and of the dye solutions in non-polar solvents are measured. The scattering indicatrices of films are presented. The films demonstrated the efficient photoinduced variation of the refractive index under the pulsed and continuous wave laser excitations. A nonlinear optical response of films under the picosecond range pulsed laser excitation points to the aggregation effects at the 10-wt.% dye concentration and higher.