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Hyper-Rayleigh scattering (HRS) or incoherent second harmonic generation (SHG) technique has been used to investigate the second-order optical nonlinearities of nanoparticles and seems sensitive to nanoparticle surfaces. Here, more direct evidence that shows the importance of surfaces for HRS response of nanoparticles was experimentally obtained. Two CdS nanoparticles of 3 nm average diameter with different surface-capping molecules, CdS/AOT-SO3− (AOT-SO3− is anion of bis (2-ethylhexyl) sulfosuccinate, disodium salt) and CdS/Py/AOT-SO3− (Py represents pyridine molecule), were studied by HRS technique. The “per particle” first-order hyperpolarizability β values were evaluated to be 3.98×10−27 esu for the CdS/AOT-SO3− and 2.63×10−27 esu for the CdS/Py/AOT-SO3− nanoparticles. A reduction in β value is found when AOT-SO3− on CdS nanoparticle surface is replaced by pyridine. Similarly, the reduction of HRS signal intensity of a solution containing the CdS/AOT-SO3− nanoparticles was observed when increasing pyridine concentration in the solution. Furthermore, the dynamic process of the surface-capping molecule exchange was studied by detecting both HRS signal intensity and electroconductivity variations with time. Possible effect mechanism is discussed in terms of a two-level model approximation derived from molecular chromophores, when considering the influence of different surface-capping molecules on the polarity of Cd&z.sbnd;S bonds at nanoparticle surfaces. [Copyright &y& Elsevier]