Based on our previous studies in the field of nonlinear harmonic wave manipulation by using structured light, we are invited to publish this review. Nonlinear frequency conversion is the important method to get coherent radiation in all-optical waveband. The intentional manipulation of nonlinear harmonic wave, which has some special phase, amplitude, polarization, and so on, is also important to realize all kinds of optical micromanipulation, optical micro-fabrication, and optical communication in all-optical waveband. There are three methods to manipulate such nonlinear harmonic wave, which are tailoring the functional facet, the structure of crystals, and the structure of the incident light. In this review, we systematically introduced the fundamental principle and latest advances in this field and summarized the respective characteristics of these three methods.