UV-visible absorption spectroscopy and harmonic light scattering measurements coupled with density functional theory (DFT) calculations have been carried out for a series of 4,4'-bis(X-styryl)-2,2'-bipyridine M(II) dichloride complexes (M = Co, Ni, Cu, Zn; X = H, OMe, SMe, NMe(2), NEt(2), CN, NO(2)). The roles of the metal and the substituent X on their coordination geometries, absorption, and quadratic nonlinear optical properties have been investigated. We show that these complexes all exhibit a high-spin configuration and display a distorted tetrahedral metallic environment except the copper ones, which are distorted square-planar complexes. When X is a strong electron-donating group (X = NMe(2), NEt(2)), TDDFT calculations clearly demonstrate that, whereas the Zn complexes show an ILCT transition in the visible range, the Co, Ni, and Cu complexes exhibit additional MLCT and LLCT transitions. These latter transitions are vectorially opposed to the ILCT and could contribute to the decrease of the experimental quadratic hyperpolarizability beta values, in the order Zn > Ni approximately Cu > Co. The computation of the beta values using TDDFT for the whole series of the closed-shell Zn(II) complexes featuring different X substituents established that the NLO activity increases with the donating strength of X and more generally with the decrease of the HOMO-LUMO energy gap. When X is a strong withdrawing group, the drastic decrease of the NLO response is explained by the negligible participation of the HOMO-LUMO transitions.