The Cu-doping effects in CdI2 layered nanocrystals were studied experimentally. We used a photostimulated second harmonic generation PSHG in order to investigate the nanoconfined effects. It was found that the PSHG increased with increasing Cu-doping within a low-density limit. For the higher Cu content the PSHG output signal was decreased to the value observed for the undoped CdI2 crystal. The above results suggest that the Cu-metallic clusters play a crucial role in the processes responsible for the observed nonlinear optical effects. The large enhancement of the PSHG observed in the Cu-doped thin nanocrystals confirms the fact that the Cu-impurities of low concentrations favor stronger local photoinduced anharmonic electron-phonon interactions.