The size of the colloidal particle has a dramatic effect on the efficiency of optical second harmonic generation (SHG) from the particle surface. This effect is illustrated with the second harmonic intensity measured from submicrometer polystyrene beads adsorbed with malachite green dye molecules in aqueous solution, both in the forward direction and as a function of the scattering angle in the horizontal plane. In the forward scattering direction, the SHG efficiency initially increases rapidly with the particle size. The efficiency peaks at similar to 1 mu m diameter and then decreases with the particle size. The majority of the SH light generated from the particle surface scatters away from the forward direction for smaller particles. In particular for particles with diameter smaller than 100 nm the position of the maximum is nearly 90 degrees away from the forward direction. A straightforward phenomenological model is used to predict that the angle of maximum SH efficiency tilts more toward the forward direction for particles with larger diameter as well as higher refractive index.