Over the last decade, there have been spectacular development in nonlinear frequency conversion techniques, due to the development of improved nonlinear materials together with the evolution of femtosecond pump lasers. Compared with traditional laser sources, nonlinear conversion techniques represent a simple and effective approach to the direct generation of widely tunable and broadband coherent radiation breaking through the limited bandwidth of gain medium. And thus such techniques are of great interests for different applications. Up to now, our group has built up a variety of high power fiber lasers successfully, which provides a cornerstone for the nonlinear frequency conversion. We review the recent process developments in nonlinear frequency conversion techniques driven by photonics crystal femtosecond fiber lasers, especially in the last five years, including optical parametric oscillators (OPOs), excellent frequency up conversion based on GaAs nanowires, supercontinuum generation and third harmonic generation based on highly nonlinear photonic crystal fibers. In addition, basic principles and some advanced applications are also discussed in this review.