A common semiconductor nanomaterial has only a single bandgap, which confines its application. An experimental system was set up to carry out the nanowires growth by the vapor-liquid-solid (VLS) method using Au as a catalyst and furnishing with a moving source, and single CdSSe nanowires with tunable bandgap were synthesized successfully. The composition transits from pure CdS in one end into pure CdSe in the other side, correspondingly the bandgap changes from 2.44 eV to 1.74 eV. A laser of wavelength 405 nm was used to confirm the tunable bandgap of the CdSSe nanowires. Further, a laser of 1 064 nm was coupled into the single nanowire, resulting in producing a green double frequency laser of 532 nm and a two-photon fluorescence, which proves that the CdSSe nanowire has a nolinear optical effect of both second and third harmonic generations.