Quantum Cascade Lasers (QCLs), first fabricated in 1994 by J. Faist, F. Capasso et. al, and co-workers, have progressed rapidly owning to their intrinsic design potential. These semiconductor injection lasers are based on intersubband transitions in multiple quantum well structures. Inherent advantages such as large electric dipole moments, high nonlinear optical coefficients, and ultra-fast gain recovery make QCLs particularly attractive candidates for nonlinear optical applications. Intersubband transitions in QC structures have been shown to possess giant nonlinear properties, which can be utilized for efficient frequency conversion. A nonlinear frequency mixing technique is proposed to extend the QCL spectral range due to performance degradation of QCLs at wavelengths below 3.6μm and above 12μm. Four Wave Mixing (FWM) is a nonlinear effect which can be described by the third-order optical nonlinearity. In nondegenerate FWM, two input pulses with frequencies f1 (pump) and f2 = f1+Δf (probe) give rise to waves at the frequencies f3 = 2f1-f2 (FWM-up) and f4 = 2f2-f1 (FWM-down) inside a nonlinear medium. High FWM over more than 1THz is expected in QCLs due to the inherent ultra-fast gain recovery in the sub-picosescond range. This is much larger than the spacing of the longitudinal modes in a typical Fabry-Perot cavity. FWM nonlinearities have not been studied as extensively as second-order and third order nonlinearities. We developed a theoretical model based on the finite difference beam propagation method describing the FWM nonlinearity in QCLs, taking into account gain dispersion, short carrier relaxation time and ultrafast nonlinear refraction. It was demonstrated that these factors are extremely important in determining the wavelength conversion and optical pulse amplification in, both time and frequency. Two input pulses in Gaussian form give rise to FWM signals based on third order nonlinearity effects in QCLs. Generated signals could provide the base for a frequency comb and terahertz operation.