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We investigate the second harmonic generation (SHG) signal in strained CrO clusters. We show that the SHG signal generated by nanometric CrO clusters embedded in MgO varies under an applied electric field, at room temperature. The variation of the intensity follows a Langevin law as a function of the electric field, which is consistent with a super-paraelectric clusters assembly. This reveals the presence of a weak spontaneous electric dipole in CrO when in the shape of highly strained epitaxial clusters, whereas this material does not posses any permanent electric dipole in the bulk phase. These results indicate that the multiferroic state recently observed at low temperature in those clusters, which was associated to a giant magneto-electric effect, might still exist at room temperature: this opens the way to new applications based on chromium oxide strained nanoparticles.