The nonlinear dielectric effect for dipolar fluids is studied within the framework of the mean spherical approximation (MSA) of hard core dipolar Yukawa fluids. Based on earlier results for the electric field dependence of the polarization our analytical results show so-called normal saturation effects, which are in good agreement with corresponding NVT ensemble Monte Carlo (MC) simulation data. The linear and the nonlinear dielectric permittivities obtained from MC simulations are determined from the fluctuations of the total dipole moment of the system in the absence of an applied electric field. We compare the MSA based theoretical results with the corresponding Langevin and Debye-Weiss behaviors and with actual experimental data.