We present in this paper the second-order nonlinear optical properties of a series of penta-nuclear metal clusters [MS4Cu4X2Py6] (M=Mo, W; X=Br, I) on the basis of the hyper-Rayleigh scattering experiments and the first-principle calculations (TDDFT). The measurements obtain the notably large dynamic quadratic hyperpolarizabilities at 1064 nm [beta(-2omega, omega, omega) values are around 200x10(-30) esu] and, by extrapolation, a large static values around 60x10(-30) esu. The computational results of the electronic excitation energies and quadratic hyperpolarizabilities by TDDFT method are in good agreement with the experimental values and by careful examination they are both dependent on the nature of the metals. The in-depth analysis of the mechanism for the second-order response unambiguously shows the evidence of the contribution of direct metal-metal interaction charge transfers. This provides a new tool to tune nonlinear optical properties in exploiting metal cluster materials and molecular devices.