We discuss the enhancement effect of the third-order nonlinear response of excitons coupled with cavity modes, on the basis of a self-consistent calculation of response field and induced polarization. It is shown that a single framework is enough to describe the spectral features of nonlinear spectra in both strong and weak coupling regimes, where the splitting of coupled modes (cavity polaritons) in linear response is larger and smaller, respectively, than the widths. In the latter regime, the nonlinear signal is strongest at the bare excitonic resonance, and its enhancement due to the cavity effect is remarkable. In the former regime, on the other hand, the nonlinear signal appears at the energy positions of the coupled modes, whose spectral shape represents the reduction of normal-mode splitting due to the nonlinear effect. © 1998 American Institute of Physics.