In this article we compare the two-photon photoluminescence and second harmonic generation from single connected gold nanodimers. Analyzing the particle size-dependent nonlinear optical spectra and performing excitation polarization resolved measurements using an experimental setup combining a femtosecond laser source with a parabolic mirror, we show that second harmonic generation and two-photon photoluminescence have different behaviors despite the same expected fundamental intensity-dependence. For further understanding of the observed phenomena, the plasmon resonances of single nanodimers are investigated using dark-field optical microscopy, and calculations are performed with Green’s tensor method. Furthermore, the underlying mechanisms explaining the differences between these two optical processes are investigated using a surface integral equation method for the nonlinear computations. This study reveals that the different trends in the polarization-dependences of two-photon photoluminescence and se...