Cadmium oxide films (CdO) have been deposited on glasse’s substrate at various temperature (150, 250 & 300 °C) using spray pyrolysis technique. Structural properties have been investigated by scanning electron microscope (SEM), X-ray spectroscopy, while optical properties were characterized (linear & nonlinear) using UV-Vis spectrometer and z-scan technique. SEM image shows clear effects of temperature increasing on thin film layer structure. Energy gap was changed from 2.2-2.05eV with substrate temperature. According to third order nonlinearity of CdO optical properties (which are very valuable for laser control device application and optical limiting), open and closed aperture Z-scan technique with (632.8 nm) He-Ne laser wavelength was used to measure the nonlinearity of optical parameters, which included refractive index variation and extinction coefficient.