Our discovery of the persistent spectral hole-burning (PSHB) phenomenon in semiconductor nanocrystal systems implies that the systems are applicable not only to an optical nonlinear device but also to an optical memory device. We demonstrate the optical data storage and thermal erasing of the optical data in CuCl nanocrystals. In addition, we make hole-growth and thermal annealing hole-filling experiments to study the mechanism of the PSHB phenomena. The phenomena can be explained by the two-level-system model.