Nonlinear electro-optic behavior of colloidal crystals of colloidal silica spheres is studied by the reflection intensity measurements and the time-resolved reflection spectroscopy. Harmonic generation is observed for the reflection signal when a sine-wave electric field ranging from 0.01 to 10 Hz is applied. The synchronous fluctuation of the colloidal spheres containing expanded electrical double layers in the crystal lattices is one of the main causes for the electro-optics. It is deduced from the time-resolved reflection spectra analyses that the transformation between two subphases of lattice structures, fee and bcc, is also an important factor for the harmonic generation.