Optical second harmonic generation (SHG) in 75° reflection was studied on longitudinally magnetized PtMnSb(111) and magnetic circular dichroism was observed with SHG. For circularly polarized incident light of 532 nm it amounts to (7±1)%. For linearly polarized incident radiation this leads to a nonlinear magneto-optical Kerr rotation of (14±2)°. The strong symmetry-breaking effect of the magnetization is demonstrated by a 90° turn of the SH polarization ellipse with regard to the linear polarization of the fundamental light.