This paper presents the correlative imaging of collagen denaturation by nonlinear optical microscopy (NLO) and nanoscale infrared (IR) spectroscopy to obtain morphological and chemical information at different length scales. Such multiscale correlated measurements are applied to the investigation of ancient parchments, which are mainly composed of dermal fibrillar collagen. The main issue is to characterize gelatinization, the ultimate and irreversible alteration corresponding to collagen denaturation to gelatin, which may also occur in biological tissues. Key information about collagen and gelatin signatures is obtained in parchments and assessed by characterizing the denaturation of pure collagen reference samples. A new absorbing band is observed near the amide I band in the IR spectra, correlated to the onset of fluorescence signals in NLO images. Meanwhile, a strong decrease is observed in Second Harmonic signals, which are a structural probe of the fibrillar organization of the collagen at the micrometer scale. NLO microscopy therefore appears as a powerful tool to reveal collagen degradation in a non-invasive way. It should provide a relevant method to assess or monitor the condition of collagen-based materials in museum and archival collections and opens avenues for a broad range of applications regarding this widespread biological material.