Two schemes are proposed to compute the nonlinear electro-optic (EO) tensor for the first time. In the first scheme, we compute the linear EO tensor of the structure under a finite electric field, while we compute the refractive index of the structure under a finite electric field in the second scheme. Such schemes are applied to Pb(Zr,Ti)O_{3} and BaTiO_{3} ferroelectric oxides. It is found to reproduce a recently observed feature, namely, why Pb(Zr_{0.52}Ti_{0.48})O_{3} adopts a mostly linear EO response while BaTiO_{3} exhibits a strongly nonlinear conversion between electric and optical properties. Furthermore, the atomistic insight provided by the proposed ab initio scheme reveals the origin of such qualitatively different responses, in terms of the field-induced behavior of the frequencies of some phonon modes and of some force constants.