The invention provides a method and a device for compensating nonlinearity of an electro-absorption modulator. A system comprises a laser, an electro-absorption modulator, a spectral filter, a preprocessing module, and an optical receiver, wherein the laser is used for generating an optical signal, the electro-absorption modulator connected with the laser is used for modulating the optical signal to obtain multi-sideband spectrum of the optical signal, the spectral filter connected with the electro-absorption modulator is used for controlling the amplitude of 0-order spectral sideband of the optical signal according to the multi-sideband spectrum so as to obtain the compensated optical signal, the processing module connected with the spectral filter is used for preprocessing the compensated optical signal, and the optical receiver connected with the preprocessing module is used for converting the preprocessed optical signal into an electrical signal and outputting the electrical signal. The method and the device have the advantages that the 0-order spectral sideband of the optical signal is processed, thus the nonlinearity of the modulator is compensated only by spectral band-stop filtering and limitation of the microwave photonic system is avoided.