The dimensionality of materials fundamentally influences their electronic and optical properties, presenting a complex interplay with nonlinear optical (NLO) characteristics that remains largely unexplored. In this review, we focus on the influence of dimensionality on the NLO properties of graphitic allotropes, ranging from 0D fullerenes, 1D carbon nanotubes, and 2D graphene, to 3D graphite, all of which share a consistent sp2 hybridized chemical bonding structure. We examine the distinct physical and NLO properties across these dimensions, underscoring the profound impact of dimensionality. Notably, dimension-specific physical phenomena, such as Luttinger liquid in 1D and Landau quantization in 2D, play a significant role in shaping NLO phenomena. Finally, we explore the promising potential of NLO properties in systems with mixed dimensionalities, setting the stage for future breakthroughs and innovative applications.