[en] Photoinduced second harmonic generation (PISHG) was found in skutterudite compounds of CeFe₄Sb₁₂ and Ce_0.7Fe_3.5Ni_0.5 Sb₁₂. Measurements versus temperature, pump-probe delaying time and external magnetic field were performed. The studied compounds belong to moderate heavy fermion compounds (HFC) in the ground state. The PISHG signals appear at 6.8 and 4.9 K for CeFe₄Sb₁₂ and Ce_0.7Fe_3.5Ni_0.5Sb₁₂, respectively. We suspect that these signals are due to anharmonic electron-phonon interactions creating a charge density non-centrosymmetry. The observed effects are caused either by a possible phase transition or by drastic changes in the electron structure of the HFC with decreasing temperature