In-situ measurements of ellipsometry and second harmonic generation (SHG) are carried out to examine the growth of thin CdS films on CdxHg1-xTe (CMT) from aqueous sulphide solutions. The change in the extinction coefficient(at lambda = 632.8 nm) with film thickness indicates that impurities, notably beta-HgS, become increasingly incorporated in the CdS layer. The low value for the refractive index (n = 1.73) on the other hand suggests that the film is porous, In this first reported monitoring by SHG of the growth of a non-centrosymmetric layer on another such layer, we have observed an increase of the SH response as the CdS layer was grown. From first principles of non-linear optics, this increase should be quadratic with the film thickness. However, the observed increase does not depart clearly from a linear increase owing to the very thin CdS films grown. Anisotropy measurements have been performed prior to the growth and after the growth of the thin film. A clear change of the pattern attributed to the CdS film is observed but the SH response does not arise solely from the CdS film.