We report the gallium oxide (Ga2O3) as a photonic integrated platform and its nonlinear optical effects in the UV–visible spectra. The β-Ga2O3 as optical waveguides on sapphire substrates grown by metal-organic chemical vapor deposition (MOCVD). For linear properties, their propagation losses in the visible spectrum were comprehensively studied via experiments and simulations of the finite difference method by varying the dimensions of the waveguides. The fabrication process of the waveguides was shown and their propagation losses were measured by collecting the top scattered optical power along the propagation direction using a charge-coupled device (CCD) camera. The minimum measured loss was 3.7 dB/mm at a wavelength of 800 nm depending on the dimensions of the waveguides. For nonlinear properties, by focusing a pulsed laser beam onto a polished ε-Ga2O3 thin film, we collected the generated second harmonic photons with an ultra-sensitive femtowatt photodetector, obtaining effective second-order nonlinear optical susceptibility from visible to UV spectra. Two different measurement systems collecting reflected and transmitted photons were applied separately to make the result more convincing. The wavelength dependence from 790 nm to 900 nm and polarization dependence from TM mode to TE mode were measured as well. In addition, we compared the losses of waveguides with different widths, heights, wavelengths, and polarizations. It is revealed that the total propagation loss is mainly contributed by the bulk and sidewall scattering. Combined with theoretical simulations, various loss mechanisms from two-photon absorption, sidewall scattering, top surface scattering, and bulk scattering, were discussed for β-Ga2O3 waveguides, and their contributions to the total optical loss were estimated. After all these mechanism analyses on absorption and scattering, a large improvement and optimization were applied to the material quality and etching recipe, which improves the top surface and sidewall roughness respectively. This work provides valuable information for the fabrication of optical devices.