The organic material 3,4-dimethoxybenzaldehyde-2,4-dinitroaniline was synthesised and the single crystal has been grown by slow evaporation technique. Single-crystal X-ray diffraction studies show that the grown 3,4-dimethoxybenzaldehyde-2,4-dinitroaniline single crystal belongs to the monoclinic system with the centrosymmetric space group P21/n. The FTIR and FT-Raman spectra were recorded to identify the functional groups present in the grown crystal. The optical property of the grown crystal was analyzed by UV–Vis–NIR studies and determines the optical band gap, the refractive index, the optical conductivity and the Urbach energy. The photoluminescence (PL) studies show that the grown crystal has green colour emission. The thermal property of the grown crystal was analysed by thermogravimetric (TG) and differential thermal analyses (DTA). The kinetic parameters such as the activation energy, frequency factor, entropy, enthalpy and Gibbs-free energy are computed from TGA data using Coats–Redfern method. The dielectric studies were analyzed by using the parallel plate capacitor method. The activation energy is calculated from Arrhenius plot. The electronic properties such as the plasma energy, the Penn gap, the Fermi energy and the electronic polarizability are calculated. The third order nonlinear optical properties of 3,4-dimethoxybenzaldehyde-2,4-dinitroaniline was measured by the Z-scan technique using 532 nm diode pumped continuous wave (CW) Nd:YAG laser. © 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.