Silk fibers are expected to become a pathway to biocompatible and bioresorbable waveguides, which could be used to deliver localized optical power for various applications, e.g., optical therapy or imaging inside living tissue. Here, for the first time, the linear and nonlinear optical properties of natural silk fibers have been studied. The waveguiding properties of silk fibroin of largely unprocessed Bombyx mori silkworm silk are assessed using two complementary methods, and found to be on the average 2.8 dB mm-1. The waveguide losses of degummed silk are to a large extent due to scattering from debris on fiber surface and helical twisting of the fiber. Nonlinear optical microscopy reveals both configurational defects such as torsional twisting, and strong symmetry breaking at the center of the fiber, which provides potential for various nonlinear applications. Our results show that nonregenerated B. mori silk can be used for delivering optical power over short distances, when the waveguide needs to be biocompatible and bioresorbable, such as embedding the waveguide inside living tissue.