In this work we are studying the intense laser effects on the electron-related linear and nonlinear optical properties in GaAs-Ga1-xAlxAs quantum wells under applied electric and magnetic fields. The calculated quantities include linear optical absorption coefficient and relative change of the refractive index, as well as their corresponding third-order nonlinear corrections. The nonlinear optical rectification and the second and third harmonic generation coefficients are also reported. The DC applied electric field is oriented along the hererostructure growth direction whereas the magnetic field is taken in-plane. The calculations make use of the density matrix formalism to express the different orders of the dielectric susceptibility. Additionally, the model includes the effective mass and parabolic band approximations. The intense laser effects upon the system enter through the Floquet method that modifies the confinement potential associated to the heterostructure. The results correspond to several configurations of the dimensions of the quantum well, the applied electric and magnetic fields, and the incident intense laser radiation. They suggest that the nonlinear optical absorption and optical rectification are nonmonotone functions of the dimensions of the heterostructure and of the external perturbations considered in this work. (C) 2011 Elsevier B.V. All rights reserved.