Nonlinear optical susceptibilities of a SHG material, 3-methoxy-4-hydroxy-benzaldehyde (MHBA), were investigated at both molecular and crystalline levels, by using the MP2 (second-order level of Moller-Plesset perturbation correction) method and the oriented-gas approximation. The results revealed that the electron donor group -OH and acceptor group -HC=O play important roles in the magnitude of second-order polarizabilities. The studies of the oriented-gas model showed the crystal has large nonlinear optical coefficients, d(22) = 23.8d(36)(KDP), d(21) = 13.5d(36)(KDP), d(23) = 29.1d(36)(KDP), d(25) = 12.8d(36)(KDP), which agree well with the experimental results.