The nonlinear optical properties (second and third harmonic generations) in CdSe nanoplatelets were theoretically studied. The energy spectra and wave functions of the hole in the considered system were calculated with the finite element numerical method. Quantum transitions are considered in the hole subband. The second and third harmonic generation coefficients were determined. The influence of the number of nanoplatelet monolayers on the character of the second and third harmonic generation coefficients has been studied.