We report the observation of stable pulse emission and enhancement of intracavity second-harmonic generation (SHG) in self-mode-locked quantum cascade (QC) lasers. Down-conversion of the detector signal by heterodyning with an RF signal allows the direct observation of the pulsed laser emission in the time domain and reveals a stable train of pulses characteristic of mode-locked lasers. The onset of self-mode locking in QC lasers with built-in optical nonlinearity results in a significant increase of the SHG signal. A pulse duration of ∼12 ps is estimated from the measured increase of the SHG signal in pulsed emission compared to the power expected for the SHG signal in CW emission. This value is in good agreement with the pulse duration deduced from the optical spectral width.