The coherent MHD oscillation, which consists of the fundamental frequency of several kilohertz and its higher harmonics, (harmonic oscillation: HO) has been observed in Compact Helical System. HO consists of two pairs of harmonic series. One is located in the core region near the ι = 0.5 rational surface (denoted as "HO (core)"), the other is located in the edge region near the ι = 1.0 rational surface (denoted as "HO (edge)"). In the present study, bispectral analysis is applied to the fluctuation data, for which HO is measured by beam emission spectroscopy (BES) and using magnetic probes. The analysis has revealed that fundamental mode of HO in both the magnetic and core density fluctuations have phase correlation with the harmonics including fundamental oscillation, while HO in edge density fluctuation does not have such phase correlation. Mode numbers of HOs are identical for harmonic components having different frequencies, i.e., m/n = −2/1 for HO (core) and m/n = −1/1 for HO (edge). It suggests that the generation of harmonics cannot be interpreted simply as mode coupling because the summation rule for the wavenumber is not satisfied, even though the bicoherence value is significant. The bicoherence value and relative amplitude of higher harmonics correlate with each other, which suggests that bicoherence indicates the degree of distortion of the signals.