The second-order non-linear susceptibility components were measured using 1.064 mum incident light for ZnO thin films of various thicknesses from 24.4 to 283 nm self-assembled on sapphire substrates by laser molecular beam epitaxy. It was found that the values of the non-linear susceptibility for the films are almost the same as those of bulk material, except the samples with thicknesses ranging from 35 to 64.8 nm, which show a large enhancement effect. For the sample with a thickness of 44.4 nm, the second-order non-linear susceptibility components were found to be approximately 14.7 pm/v for d(31), 15.2 pm/v for d(15), and -83.7 pm/v, a value approximately 14 times that of the bulk material, for d(33). The second-order non-linear coefficient enhancement in the thin films may be resulted from the microcrystallite structures.