The linear and nonlinear optical responses of the three aromatic amino acids tryptophan, tyrosine, and phenylalanine have been investigated by time-dependent density functional theory. The effect of the peptidic chain on the polarizabilities and the first hyperpolarizabilities is addressed by substituting different groups to the chromophores indole, phenol, and benzene. The optimized structures are in very good agreement with the experimental results. Furthermore, the calculated polarizabilities are found to match well with the empirical results, showing the evolution obtained as the chain is lengthened. A systematic and constant increase of the polarizability is found, for the three chromophores, for the various chain lengths. The first hyperpolarizability is also noticeably modified by the chains, but the evolution of this quantity is found to be more dependent on the system considered. Finally, it is suggested that each of the three aromatic amino acids has a significant contribution to the nonlinear response of proteins.