We report the first experimental evidence of a nonlinear optical effect due to intersubband transitions in compositionally asymmetrical multiquantum wells. The effect is detected as an optical rectification signal appearing at the structure terminals when irradiated by a continuous 10.6 &mgr;m CO2laser. The net electro‐optical coefficient of the structure is found to be 7.2 nm/V which is more than three orders of magnitude higher than for bulk GaAs. The results are in good agreement with theoretical predictions.