In the present work, we theoretically propose an optical scheme to detect the possible signature of Majorana fermions via the optical pump-probe spectroscopy, which is very different from the current tunneling measurement based on electrical methods. The scheme consists of a metal nanoparticle and a semiconductor quantum dot coupled to a hybrid semiconductor/superconductor heterostructures. The results show that the probe absorption spectrum of the quantum dot presents a distinct splitting due to the existence of Majorana fermions. Owing to surface plasmon enhanced effect, this splitting will be more obvious, which makes Majorana fermions more easy to be detectable. The technique proposed here open the door for new applications ranging from robust manipulation of Majorana fermions to quantum information processing based on Majorana fermions.