A novel experimental technique, combining near-field optics and femtosecond pump-probe spectroscopy, is demonstrated to analyse the coherent nonlinear optical response of single quantum dots on ultrafast time scales. The technique is used to study the effects of strong non-resonant light fields on the optical spectra of single excitons in interface quantum dots. Transient reflectivity spectra show dispersive line shapes reflecting the light-induced shift of the quantum dot resonance. The nonlinear spectra are governed by the phase shift of the coherent quantum dot polarization acquired during the interaction with the light field. The phase shift is measured and ultrafast control of the quantum dot polarization is demonstrated.