We study the relations between quantum coherence and quantum nonlocality, genuine quantum entanglement and genuine quantum nonlocality. We show that the coherence of a qubit state can be converted to the nonlocality of two-qubit states via incoherent operations. The results are also generalized to qudit case. Furthermore, rigorous relations between the quantum coherence of a single-partite state and the genuine multipartite quantum entanglement, as well as the genuine three-qubit quantum nonlocality are established.