An alternately assembled polycation-anionic dye film was prepared on a precursor assembly of poly(allylamine)hydrochloride (PAH) and poly(sodium styrenesulfonate) (PSS) or of poly (djallyldimethyl)ammonium chloride (PDDA) and PSS. The (PAH/PSS) precursor assembly gave better adsorptivity to the anionic dye than the (PDDA/PSS) one. Four kinds of anionic dyes (EB-T, AR-17 AR-18, AR-27) with different numbers of sulfonate substituents were compared. The extent of dye assembling was higher for the dye with a smaller number of sufonate substituents. Second harmonic generation (SHG) was clearly observed from the films. The SHG signal and the absorption intensity correlated well up to four polycation/dye bilayers, while further assembly did not increase the SHG signal appreciably. Second order nonlinear coefficients for ten bilayer assemblies were the order of pm/V.