We derive an expression for the effective second-harmonic coefficient of a dilute suspension of coated spherical particles. It is assumed that the coating material, but not the core or the host, has a nonlinear susceptibility for second-harmonic generation (SHG). The resulting compact expression shows the various factors affecting the effective SHG coefficient. The effective SHG per unit volume of nonlinear coating material is found to be greatly enhanced at certain frequencies, corresponding to the surface plasmon resonance of the coated particles. Similar expression is also derived for a dilute suspension of coated discs. For coating materials with third-harmonic (THG) coefficient, results for the effective THG coefficients are given for the cases of coated particles and coated discs.