Unintentionally doped and semi-insulating Fe-doped GaN crystals grown by hydride vapor phase epitaxy have been investigated with two-photon photoluminescence and second-harmonic generation spectroscopy to reveal doping effects on the nonlinear optical properties and thus indirectly on crystal properties. Like for linear luminescence, it is found that Fe doping strongly reduces nonlinear luminescence. Recording of second-harmonic generation spectra in transmission probing bulk properties shows no significant difference between doped and un-doped crystals. Reflected second-harmonic generation probing 50–100 nm at the surface, on the other hand, shows significantly lower signal from the doped sample. Secondary ion mass spectroscopy shows that the Fe concentration is higher at the surface than in the bulk of the doped crystal. It is suggested that this causes higher defect density and degraded order in the surface region, thus reducing the second-harmonic signal.