Hyper-Rayleigh scattering (HRS) technique, an incoherent methodology, was used to measure the first-order hyperpolarizability (beta) of CdS nanoparticles capped with hexametaphosphate (HMP), The results show that the "per particle" beta value is 1.33x10(-26) esu. Two possible contributions to the large beta value, bulklike contribution and the one from particle aggregates, are negligible. Contribution from nanoparticle surface emerges as the main HRS mechanism due to the large surface-to-volume ratio and the high density of surface defects.