Abstract: High powers of the harmonics can be achieved through nonlinear harmonic generation in high gain single pass FEL, which may be used to get shorter wavelengths or to relax some stringent requirements on the electron beam quality for the 4th generation light source. In this paper, the 3rd nonlinear harmonic generation in Shanghai Deep Ultraviolet Free Electron Laser source is investigated by a 3D simulation code, including the sensitivity of nonlinear harmonic generation to several crucial parameters of the FEL system. The results show that the power of the 3rd nonlinear harmonic radiation can be as high as 2% of the fundamental power. In addition, the experiment and measurement of the 3rd harmonic radiation is proposed.