Nonlinear optical microscopy has become a powerful tool in bioimaging research due to its unique capabilities of deep optical sectioning, high spatial resolution imaging and three-dimensional reconstruction of biological specimens. Developing organic fluorescent probes with strong nonlinear optical effects, in particular third-harmonic generation (THG), is promising for exploiting nonlinear microscopic imaging for biomedical applications. Herein, we succesfully demonstrate a simple method for preparing organic nanocrystals based on an aggregation-induced emission (AIE) luminogen (DCCN) with bright near-infrared emission. Under femtosecond laser excitation, the high-order nonlinear optical effects of DCCN were studied in three distinct systems, including monomolecules in solution, amorphous nanopaticles, and crystaline nanopaticles. Results revealed aggregation-induced nonlinear optical (AINLO) effects, including two-photon fluorescence (2PF), three-photon fluorescence (3PF) and THG, of DCCN in nanopaticles, especially for the crystaline nanopaticles. Taking advantage of the strong 2PF and THG properties, the nanocrystals of DCCN have been successfully applied for 2PF microscopy at 1040 nm NIR-II excitation and THG microscopy at 1560 nm NIR-II excitation, respectively, to reconstruct the 3D vasculature of the mouse cerebral vasculature. Impressively, the THG microscopy could provide much higher spatial resolution and brightness than the 2PF microscopy and could visualize small vessels with diameters of ~2.7 μm at deepest depth of 800 μm in mouse brain, which is among the largest penetration depth and best spatial resolution of in vivo THG vasculature imaging. Thus, this is expected to inspire new insights into development of advanced AIE materials with multiple nonlinearity, in particular THG, for multimodal nonlinear optical microscopy.