Nervous system development is a complicated dynamic process, and many mechanisms remain unknown. By utilizing endogenous second-harmonic-generation as the contrast of polarized nerve fibers and third-harmonic-generation (THG) to reveal morphological changes, we have successfully observed the vertebrate embryonic nervous development from the very beginning based on a 1230-nm light source. The dynamic development of the nerve system within a live zebrafish embryo can be recorded continuously more than without fluorescence markers. Since the THG process is not limited by the time of gene expression and differentiation as fluorescence-based techniques are, the observable stages can be advanced to the very beginning of the development process. The complete three-dimensional brain development from a neural plate to a neural tube can be uncovered with a submicron lateral resolution. We have, for the first time, also reported the generation of SHG from myelinated nerve fibers and the outer segment of the photoreceptors with a stacked membrane structure. Our study clearly indicates the fact that higher-harmonics-based optical microscopy has the strong potential to long-term in vivo study of the nervous system, including genetic disorders of the nervous system, axon pathfinding, neural regeneration, neural repair, and neural stem cell development.