Based on vector diffraction theory, an analytical integral representation to calculate the field gradient of focused electromagnetic fields is derived by using the differential recursion formula between the Bessel functions with different order. Within the phenomenological model for second harmonic generation (SHG) of centrosymmetric material, the second harmonic (SH) response of a single centrosymmetric spherical particle excited by a focused beam under different values of the NA is investigated theoretically. The results show that, with increasing NA, the SH radiation pattern of the surface response hardly changes. For the larger value of the NA, because the elements of the field gradient are almost the same order of magnitude and the relative magnitudes of $E_y$ and $E_z$ increase, the bulk response related to the parameters ${\delta }^{\prime }$ and ζ become remarkable.