Double perovskites are a promising family of lead-free materials that not only replace lead but also enable new optoelectronic applications beyond photovoltaics. Recently, a titanium (Ti)-based vacancy-ordered double perovskite, Cs₂TiBr₆, has been reported as an example of truly sustainable and earth-abundant perovskite with controversial results in terms of photoluminescence and environmental stability. Our work looks at this material from a new perspective, i.e., at the nanoscale. We demonstrate the first colloidal synthesis of Cs₂TiX₆ nanocrystals (X = Br, Cl) and observe tunable morphology and size of the nanocrystals according to the set reaction temperature. The Cs₂TiBr₆ nanocrystals synthesized at 185 °C show a bandgap of 1.9 eV and are relatively stable up to 8 weeks in suspensions. However, they do not display notable photoluminescence. The centrosymmetric crystal structure of Cs₂TiBr₆ suggests that this material could enable third-harmonic generation (THG) responses. Indeed, we provide a clear evidence of THG signals detected by the THG microscopy technique. As only a few THG-active halide perovskite materials are known to date and they are all lead-based, our findings promote future research on Cs₂TiBr₆ as well as on other lead-free double perovskites, with stronger focus on currently unexplored nonlinear optical applications.