A novel coumarin-thiophene based dyes containing azo and dimethine bridges with D-pi-A-pi-D system were synthesized and investigated their photophysical, nonlinear optical (NLO) and thermal properties. The dyes were characterized by FT-IR, H-1-NMR, C-13-NMR and HRMS. The dyes include dicyanomethylene group as acceptor and different para-substituted alkylamines and carbazole as donor and chlorophenyl as weak acceptor. The photophysical properties of dyes were examined in various solvents with different polarities and they showed absorption in the visible region. The significant bathochromic shifts were observed in the absorption maxima with increasing the electron-donating property of substituents. The second order NLO responses of the compounds are measured by the electric field induced second harmonic (EFISH) generation method and the compounds bearing dialkylamino donor in phenyl moiety were obtained as the larger mu beta values 1300 x 10(-48) esu, 1850 x 10(-48) esu, respectively, than unsubstituted derivative in phenyl ring mu beta value 350 x 10(-48) esu. The structural and electronic properties of the compounds as well as their NLO properties were studied using DFT calculation. The thermal stabilities obtaining with thermogravimetric analysis (TGA) showed that the dyes have generally a good thermal stability up to 250 degrees C. (C) 2020 Elsevier B.V. All rights reserved.