Third harmonic generation (THG) from dielectric layers is investigated. By forming a thin gradient of HfO2 with continuously increasing thickness, we are able to study this process in detail. This technique allows us to elucidate the influence of the substrate and to quantify the layered materials third χ(3)(3ω: ω, ω, ω) and even fifth order χ(5)(3ω: ω, ω, ω, ω, − ω) nonlinear susceptibility at the fundamental wavelength of 1030 nm. This is to the best of our knowledge the first measurement of the fifth order nonlinear susceptibility in thin dielectric layers.