Density functional theory calculations have been performed for structures, electronic and non-linear optical properties of C-20 fullerene and transition metals (chromium, nickel, and titanium) doped fullerene. The NBO charge distribution analysis reveals that doping with transition metal alters the charge distribution of C-20 fullerene. The changes are more pronounced on doping with Ti followed by Cr and Ni, respectively. The dipole moment for TiC19 is higher than Cr C-19 and NiC19 and it decreases monotonically across the period. The first hyperpolarizability of C-20 fullerene is remarkably increased by transition metal doping. The first hyperpolarizability of Ti C-19 is 2.5 x 10(3), three orders of magnitude higher than that of pure fullerene. The density of states (DOS), and frontier molecular orbital analyses confirm significant orbital hybridization upon metal doping in C-20 fullerene, which suggest potential application of new clusters which may be important for the future development of fullerene-based nanodevices.