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We have investigated the linear and nonlinear optical properties of high quality cerium-doped zinc oxide films (ZnO:Ce). The layers were grown by the reactive chemical pulverization spray pyrolysis technique using zinc and cerium chlorides as precursors at temperature up to 450°C. The influence of Ce concentration on the structural, linear and nonlinear optical properties of ZnO thin films is presented. The films were characterized by X-ray diffraction, scanning electron microscope and photoluminescence measurements. The X-ray diffraction analysis indicates that all films are polycrystalline in nature and clearly shows the appropriate incorporation of the Ce atoms in the ZnO films. The third order nonlinear optical properties, which are the main subject of this investigation, were studied. For this propose, the third harmonic degeneration (THG) technique has been employed. A laser source has been used for the fundamental beam at 1064 nm so that the generated third harmonic signal is made at 355 nm.