The pump-probe method is employed to measure the temporal process of theoptical nonlinear absorption of CdS crystals and the effect of external electric field on theelectron-exciton interaction in CdS crystal, to reveal the origin and characteristic of thatoptical nonlinearity. By simulation numerically, the decay time of electron-exciton interac-tion is about 60ps while the external electric field is not applied to CdS crystal. And the ex-perimental result shows that the decay time can be extended by external electric field.