We present the first study of nonlinear optical third harmonic generation in the strongly correlated charge-transfer insulator Sr2CuO2Cl2. For fundamental excitation in the near-infrared, the THG spectrum reveals a strongly resonant response for photon energies near 0.7 eV. Polarization analysis reveals this novel resonance to be only partially accounted for by three-photon excitation to the optical charge-transfer exciton, and indicates that an even-parity excitation at 2 eV, with a_1g symmetry, participates in the third harmonic susceptibility.