Lead halide perovskite nanocrystals embedded in a glass matrix are promising materials for optical applications due to their stability under high temperatures and various environmental conditions. Their bright and tunable... Lead halide perovskite nanocrystals embedded in a glass matrix are promising materials for optical applications due to their stability under high temperatures and various environmental conditions. Their bright and tunable photoluminescence makes them suitable for nonlinear optics applications. For the first time, a systematic study of photoluminescence excitation spectra was conducted for inorganic perovskite nanocrystals with three types of halides, synthesized in a fluorophosphate glass matrix, using two-photon excitation at low temperatures. A comparison of one-photon and two-photon photoluminescence excitation spectra revealed distinct differences in the selection rules for one- and two-photon absorption processes across the entire studied spectral range. Spectral features associated with quantum-confined exciton states are identified. Split-off electron states in orthorhombic CsPbI 3 nanocrystals are experimentally observed, and their identification is confirmed by calculations of density functional theory. The nonlinear two-photon absorption coefficient of CsPbBr 3 nanocrystals embedded in glass, obtained from open-aperture Z-scan measurements, was found to be several times higher than that reported for colloidal CsPbBr 3 nanocrystals.