The confocal microscopy technique was applied for nonlinear optical characterization of single β-barium-borate (β-BBO) nanocrystals. The experimental setup allows measurements of the laser polarization-selective second-harmonic (SH) generation, and the results can be used to determine the nanocrystals’ c-axis orientation, as well as to obtain information about their second-order susceptibility χ(2). The dependence of the SH signal on the laser polarization allowed the discrimination of individual particles from aggregates. The data were fitted using a model that takes into account the BBO properties and the experimental setup characteristics considering (i) the electrostatic approximation, (ii) the effects of the microscope objective used to focus the light on the sample in an epi-geometry configuration, and (iii) the symmetry of χ(2) for the β-BBO nanocrystals. A signal at the third-harmonic frequency was also detected, but it was too weak to be studied in detail.