We report on the nonlinear optical properties of a quantum dot including the Rashba spin-orbit interaction (RSOI) with external electric and magnetic fields. The effect of dot size is considered. We do not make any assumptions about the strength of the confinement. We use the numerical diagonalization of the Hamiltonian to determine the electronic structure. The confining potential is taken to be of the Woods-Saxon type. We find the effect of RSOI on nonlinear optical coefficients. (C) 2014 Elsevier B.V. All rights reserved.