The technological innovation of thin-film lithium niobate (TFLN) is supplanting the traditional lithium niobate industry and generating a vast array of ultra-compact and low-loss optical waveguide devices, providing an unprecedented prospect for chip-scale integrated optics. Because of its unique strong quadratic nonlinearity, TFLN is widely used to create new coherent light, which significantly promotes all-optical signal processes, especially in terms of speed. Herein, we review recent advances in TFLN, review the thorough optimization strategies of all-optical devices with unique characteristics based on TFLN, and discuss the challenges and perspectives of the developed nonlinear devices.