Nanocomposite films of metal Cu clusters embedded in an Al2O3 matrix are fabricated by alternate pulsed laser deposition from pure metallic Cu and ceramic Al2O3 targets. Their nonlinear index of refraction n(2) and absorption coefficient beta are determined by the Z-scan technique. It is observed that upon laser exposure, the values of characteristic nonlinear optical parameters change as a function of the pump power used. These changes are related to an irreversible transformation of the films, involving modifications of the Cu clusters.