Scientific-methodical approaches to a study of nonlinear physicochemical processes are considered and an experimental setup intended for investigation of nonlinear physical and chemical processes accompanying irradiation of solids of various classes (including energetic materials) by UV, visible, and IR laser radiation is described. The possibility of synchronous multi-parameter measurements of the amplitude, spectral, kinetic, and spatial characteristics of the near-surface and bulk luminous laser plasma, solid-phase luminescence, acoustic pulses formed in the bulk of the samples, and morphology of residual damages has been demonstrated with a nanosecond time resolution. The energy density on the irradiated target surfaces varied from fractions of mJ/cm 2 to 10 4 J/cm 2 depending on the problem to be solved. The spectral range recorded for one irradiation pulse was 200–1100 nm, the spectral resolution was ~1.5 nm, and the spatial resolution was ~10 μm. A pressure pulse formed in the sample volume was recorded by an acoustic sensor with sensitivity of 0.15 V/bar and temporal resolution of ~5 ns.