The development of optical thin films has reached a high level. Optical thin film stacks can handle complex demands regarding spectral behavior, power handling capability and phase modification. Nevertheless, the requirements on optical components are also growing very fast, and the necessary development in the thin film manufacturing is presenting itself to be increasingly difficult. Especially ultra-short pulse laser applications require a detailed understanding of the material properties, and the non-linear properties of the coating material are more and more in the focus of investigation. The destructive processes are investigated with special detail, but the non-destructive processes below the laser induced damage threshold also significantly influence the properties of dielectric stacks. Generally, these non-destructive effects are neglected, but based on these effects, new applications for optical components can be developed. However, a precise knowledge of the nonlinear properties, and especially of the nonlinear refractive index is necessary. As the optical properties of thin films can differ significantly from those of corresponding bulk material, it is necessary to achieve direct knowledge of the coating material’s properties used for each application. Therefore, a novel measurement procedure was developed and qualified to measure the n2 for bulk substrates as well as deposited thin films. The procedure is based on a combination of the traditional z-scan method, and a Mach-Zehnder-interferometer. In the classical z-Scan method, the sample is moved along a focused beam, and the self-focusing in the sample is translated into an intensity variation on a detector. The combination with a Mach-Zehnder interferometer allows, by providing an undisturbed reference beam, the monitoring of the wave front deformation caused by the self-focusing in the material, improving the sensitivity of the instrument. To obtain the nonlinear refractive index, the gained data of the wave front curvature variation is fitted applying a beam propagation model based on the optical matrix formalism with modifications to account for the optical Kerr-effect. For the characterization of the thin film materials, single layers of few tens of micrometers are manufactured and characterized. With fitting substrate geometries, the nonlinear refractive index of layer and substrate can be fitted independently from each other. In the contribution, the accuracy of the procedure is discussed and different dielectric materials are characterized. The results are discussed according to published data.