Authors give a detailed procedure for the calculation of the linear and third-order nonlinear optical absorption in special asymmetric quantum wells. It is obtained an analytic formula for the optical absorption by the compact density matrix method and the iterative procedure. Finally, the numerical results are presented for typical GaAs/AlGaAs asymmetric quantum wells. The numerical results show that the incident optical intensity and the asymmetry of the quantum wells have great influences on the optical absorption.