We have found substantial enhancement of the optical second harmonic generation (SHG) in Ca4NdO(BO3)3:Yb (1.9% of Yb in weight units) crystals after 10 min optical treatment by the continuous wave (cw) laser at 532 nm and after 15 min treatment by blue 405 nm cw laser. Treatment by a red laser (660 nm) leads to the suppression of this effect. Principally the effect is only slightly reversible and the successive illumination of the same sample leads to the enhanced SHG, which correlates with changes in the principal absorption bands around 300-330 nm and 400-430 nm corresponding to the optical transitions between the energy levels of Nd3+ ions. The effect does not depend on the photoinducing light polarization. The principal origin of the observed photoinduced optical SHG is caused by photopolarization of the Nd localized levels and formation of the stable polarized states.