We present the structure and nonlinear absorption (NLA) properties of Cu-doped ZnO (CZO) films prepared by magnetron sputtering. The films were characterized using X-ray diffraction (XRD) and scanning electron microscopy (SEM), respectively. The results show that the CZO films can maintain a wurtzite structure. Furthermore, the open-aperture (OA) Z-scan measurements of the film were carried out by nanosecond laser pulse. A transition from saturable absorption (SA) to reverse saturable absorption (RSA) was observed as the excitation intensity increasing. With good excellent nonlinear optical coefficient, the samples were expected to be the potential applications in optical devices.