The optical conductivity is the basic defining property of materials characterizing the current response toward time-dependent electric fields. In this work, following the approach of Kubos response theory, we study the general properties of the nonlinear optical conductivities of quantum many-body systems both in equilibrium and non-equilibrium. We obtain an expression of the second- and the third-order optical conductivity in terms of correlation functions and present a perturbative proof of the generalized Kohn formula proposed recently. We also discuss a generalization of the $f$-sum rule to a non-equilibrium setting by focusing on the instantaneous response.