Laser cooling of semiconductor is very important topic in science researches and technological applications. Here we will report our progresses on laser cooling in semiconductors. By using of strong coupling between excitons and longitudinal optical phonons (LOPs), which allows the resonant annihilation of multiple LOPs in luminescence up-conversion processes, we observe a net cooling by about 40 K starting from 290 kelvin with 514-nm pumping and about 15 K starting from100 K with 532-nm pumping in a semiconductor using group-II–VI cadmium sulphide nanobelts. We also discuss the thickness dependence of laser cooing in CdS nanobelts, a concept porotype of semiconductor cryocooler and possibility of laser cooling in II-VI semiconductor family including CdSSe、CdSe, CdSe/ZnTe QDs and bulk CdS et al., Beyond II-VI semiconductor, we will present our recent progress in laser cooling of organic-inorganic perovskite materials, which show a very big cooling power and external quantum efficiency in 3D and 2D case. Further more, we demonstrate a resolved sideband Raman cooling of a specific LO phonon in ZnTe, in which only one specific phonon resonant with exciton can be cooled or heated. In the end, we will discuss the nonlinear anti-Stokes Raman and anti-Stokes photoluminescence upcoversion in very low temperature as low as down to liquid 4.2 K. In this case, the anti-Stokes resonance induces a quadratic power denpendece of anti-Stokes Raman and anti-Stokes PL. We proposed a CARS-like process to explain it. This nonlinear process also provides a possible physics picture of ultra-low temperatures phonon assisted photoluminescence and anti-Stokes Raman process.