Three-photon-induced four-photon absorption via excited-state absorption and self-defocusing nonlinear refraction are reported for the first time, to our knowledge, in ZnO quantum dots with average sizes of 2.0+/-0.1 nm with 1064 nm radiation from a Q-switched Nd:YAG laser at a peak intensity of 2.5 GW/cm(2). By employing the three-level two-step model, the experimental results can be explained quite satisfactorily.