Optical second harmonic generation (SHG) of metal clusters supported on a dielectric substrate has been investigated. The SHG intensity was detected in situ as a function of cluster size during the nucleation of the particles at constant number density. SH radiation is detectable for particles as small as approximately 1 nm. In further experiments the chemisorption of oxygen on the surface of the metal particles was studied. The SHG signal strongly decreases as a function of oxygen coverage and disappears almost completely upon chemisorption of only one monolayer.