Magneto-induced optical second harmonic generation (MSHG) is used to study the structural and magnetic properties of Co-Cu granular films. Azimuthal anisotropy of the SHG response reveals an existence of the regular structure of Co nanocrystals. The nonlinear magneto-optical Kerr effect (NOMOKE) is observed for the longitudinal and transverse configurations. The coherence of the SH responses from the nonmagnetic and magnetic subsystems of the Co-Cu granular films is demonstrated by the MSHG phase measurements (the MSHG interferometry).