The vibrational (hyper)polarizabilities of some selected Xe derivatives are studied in the context of Bishop–Kirtman perturbation theory (BKPT) and numerical finite field methodology. It was found that for this set of rare gas compounds, the static vibrational properties are quite large, in comparison to the corresponding electronic ones, especially those of the second hyperpolarizability. This also holds for the dc-Pockels β(−ω;ω,0), Kerr γ(−ω;ω,0,0) and electric field second harmonic generation γ (−2ω;ω,ω,0) effects, although the computed nuclear relaxation (nr) vibrational contributions are smaller in magnitude than the static ones. HXeOXeH was used to study the effects of electron correlation, basis set, and geometry. Geometry effects were found to lead to noticeable changes of the vibrational and electronic second hyperpolarizability. A limited study of the effect of Xe insertion to the nr vibrational properties is also reported. Assessment of the results revealed that Xe insertion has a remarkable effect on the nr (hyper)polarizabilities. In terms of the BKPT, this is associated with a remarkable increase of the electrical and mechanical anharmonicity terms. The latter is consistent with the anharmonic character of several vibrational modes reported for rare gas compounds. © 2013 Wiley Periodicals, Inc.