This article reviews the most recent results concerning second harmonic generation (SHG) experiments of non-phase matchable and phase matchable powder samples at high pressures and explains the pressure dependence of the intensity of the SHG signal by correlating it to the ratio between the average coherence length and the average particle size. The examples discussed here include pressure-induced structural changes in quartz, ZnO, ice VII and KIO 3 . It is shown that the second harmonic generation technique is a unique tool for the detection of pressure-induced structural phase transitions. It is laboratory based and allows fast measurements. It is complementary to X-ray diffraction and provides additional information about the presence of an inversion center for unknown or controversially discussed structures at high pressure.