The results of investigation of the nonlinear refraction of sapphire doped by Ag, Cu, and Au nanoparticles using the reflection Z-scan technique are presented. The real parts of the third-order nonlinear susceptibility of Ag:Al2O3, Au:Al2O3, and Cu:Al2O3 were measured using the fundamental wavelength of Nd:YAG laser radiation (λ = 1064 nm, t = 55ps). It was shown that the Ag:Al2O3 possessed by self-focusing properties (n2 = 1.8 × 10−11 cm2 W−1), whereas the Au:Al2O3 and Cu:Al2O3 showed the self-defocusing properties (n2 = −1.46 × 10−10 and −1.7 × 10−11 cm2 W−1, respectively). The real part of third-order nonlinear susceptibility of Au:Al2O3 was measured to be 10−8 esu. The mechanisms of nonlinear refraction are discussed.