Efficient nonlinear optical frequency mixing in small volumes is key for future on-chip photonic devices. However, the generally low conversion efficiency severely limits miniaturization to nanoscale dimensions. Here we demonstrate that gradient-field effects can provide for an efficient, conventionally dipole-forbidden nonlinear response. We show that a longitudinal nonlinear source current can dominate the third-order optical nonlinearity of the free electron response in gold in the technologically important near-IR frequency range where the nonlinearities due to other mechanisms are particularly small. Using adiabatic nanofocusing to spatially confine the excitation fields, from measurements of the 2ω_{1}-ω_{2} four-wave mixing response as a function of detuning ω_{1}-ω_{2}, we find up to 10^{-5} conversion efficiency with a gradient-field contribution to χ_{Au}^{(3)} of up to 10^{-19} m^{2}/V^{2}. The results are in good agreement with the theory based on plasma hydrodynamics and underlying electron dynamics. The associated increase in the nonlinear conversion efficiency with a decreasing sample size, which can even overcompensate the volume decrease, offers a new approach for enhanced nonlinear nano-optics. This will enable more efficient nonlinear optical devices and the extension of coherent multidimensional spectroscopies to the nanoscale.