The dual overwritten fiber Bragg gratings have been found the significant applications in telecommunications and fiber sensors. In this paper, the nonlinear perturbation to the refractive index induced by dual overwritten fiber Bragg grating is analyzed, and the spectral characteristics that can be achieved in dual overwritten fiber gratings with nonlinear modulation of refractive index are investigated by numerical simulation based on the coupled-mode theory. It is found that multi-wavelength reflection and strong second harmonics will occur in dual written fiber Bragg gratings when the nonlinear index perturbation becomes strong, which is very useful for multichannel wavelength-division-multiplexing. The method described in this paper is conducive to the fabrication and applications of dual overwritten fiber Bragg gratings.