The origin of the nonlinear anti-Stokes luminescence effect in dimethylaminobenzylidene-1,3-indandione (DMABI) crystals and vacuum-evaporated films, i.e., the luminescence in the visible spectral region created by the infrared excitation, was investigated by means of the luminescence excitation stimulated by two excitation pulses separated in time and by means of ultrafast pump-probe spectroscopy. In contrast to the earlier proposed luminescence excitation model based on the low-energy exciton annihilation, the luminescence state was found to be excited via two-photon absorption through the virtual and real (characterized by 1 ps lifetime) intermediate states. Second harmonic generation and the pulse duration effect on the nonlinear luminescence are discussed. The exciton-exciton annihilation on a luminescent state manifold was observed at high excitation intensities.