Hyper Rayleigh scattering (HRS) and second harmonic (SH) microscopy were used to study the second order nonlinear optical response of ZnO and BaTiO₃ nanocrystals, which have been recently proposed as new markers for bioimaging. HRS, combined with dynamic light scattering, was first used to retrieve hyperpolarizabilities and nonlinear coefficients of both type of nanocrystals. The results indicate that the main contribution to the SH signal is related to the bulk noncentrosymmetric structure of the particles. Successively, we carried out the inspection of individual nanocrystals by SH microscopy, interpreting their response using the nonlinear coefficients deduced from HRS.