Among the numerous nonlinear optics effects, second harmonic generation (SHG) is always a hotspot and it is extensively used for optical frequency conversion, biomedical imaging, etc. However, SHG is forbidden in a medium with inversion symmetry under the electric-dipole approximation. Here, we demonstrated SHG from a single amorphous selenium (a-Se) nanosphere under near-infrared femtosecond pulse excitation. It was found that SH spectra are tunable with the size of a-Se nanospheres and the SHG efficiency of a single a-Se sphere with a diameter over 300 nm is estimated at 10(-8). We also established two physical mechanisms of SHG from the amorphous nanospheres. There is an electric-dipole contribution to the second-order nonlinearity in view of the inevitable structural discontinuity at the surface. The discontinuity of the normal component of the electric field strength leads to the quadrupole-type contributions arising from the large electric field gradient. The SHG process can be enhanced by resonance near the fundamental wavelength, giving rise to the detectable second harmonic (SH) spectra of a single a-Se nanosphere (d > 300 nm) or two small a-Se nanospheres (d = 200 nm) aggregated into a dimer, while the single nanosphere with smaller size (d > 300 nm) is undetectable. As an essential trace element for animals, a-Se features unique biological compatibility and has specific properties of optical nonlinearity within the optical window in biological tissue. This discovery makes a-Se nanospheres promising both in nonlinear optics and biomedicine.