Second harmonic generation has been employed in-situ to follow the growth of a thin anodic sulphide film on CdxHg1-xTe (CMT). The anisotropy patterns recorded for the bare CMT surface show that the sample is a vicinal {100} face. This is supported in particular by the observation of a non-vanishing pattern in the S-IN-S-OUT configuration. Also, the observation of a four-fold pattern in the case of the CdS film confirms that the film has retained the ccp structure of the underlying CMT substrate. The SH signal recorded during the growth of the CdS film follows an oscillatory pattern with film thickness. This has been attributed to the interference between the two dominating SH waves generated within the CdS film.