Quantitative phase images make digital holographic microscopy (DHM) an excellent instrument for metrological, but also for biological applications, where it can reveal deformations and morphological details at ultrahigh resolution in the order of a few nanometers only, while also precisely determining the refractive index across a sample (e.g. cell or neuron). On the other hand, non-linear light-matter interactions have also proved very useful in microscopy. For instance, second harmonic generation (SHG) allows marker-free identification of cell structures, tubulin or membranes and, because of its coherent nature, SHG is very sensitive to the local sample structure and to the direction of the laser polarization. In addition, since SHG does not result from light absorption and subsequent re-emission, in opposition to fluorescence, photo-bleaching of the studied material can be avoided by a judicious selection of the laser wavelength. These characteristics make SHG very interesting for biomedical imaging. We have designed and built a microscope that combines the fast and precise DHM imaging with tagging capabilities of non-linear light-matter interactions. Here, we present the technique and look into its possible applications to biological and life sciences. Among promising applications is the 3D tracking of colloidal gold nanoparticles.