The niobium oxide dihalides have recently been identified as a new class of van der Waals materials exhibiting exceptionally large second-order nonlinear optical responses and robust in-plane ferroelectricity. In contrast to second-order nonlinear processes, third-order optical nonlinearities can arise irrespective of whether a crystal lattice is centrosymmetric. Here, we report third harmonic generation (THG) in two-dimensional (2D) transition metal oxide iodides, namely NbOI