We study second harmonic generation (SHG) from non-centrosymmetric nanocrystals under linearly polarized (LP) and circularly polarized (CP) excitations. Theoretical models are developed for SHG from nanocrystals under both plane-wave and focused excitations. We find that the focused excitation reduces the polarization dependency of the SHG signal. We show that the SHG response under CP excitation is generally inferior to the average of LP excitations over all orientations. We verify the theory by measuring the SHG polar responses from BaTiO3 nanocrystals with a scanning confocal microscope. The experimental data agrees well with the theory.