A self-organized thin film of a cyanine dye is fabricated by the spin-coating technique and is characterized by ultraviolet-visible spectroscopy, infrared (IR) spectroscopy, small-angle X-ray diffraction, ellipsometer, and atomic force microscopy (AFM). The nonlinear optical properties of the thin films are investigated by degenerate four wave mixing (DFWM) technique. The cyanine dye thin film sample exhibits high optical nonlinearities ('chi(3)=2.55*10^(-12) esu), and the mechanism is analyzed by the exciton coupling theory.